The Spaniard has been out of work since being sacked by Inter Milan in December 2010 and this week talks with Sampdoria broke down.
While admitting he was flattered by the Italian club's interest, Benitez, who was in the past linked with Chelsea, admits finding another Premier League club is the priority.
He told Sky Sports News: "Sampdoria was very serious, very professional and they have a project.
"My idea is to find a club that can match my desire, my expectations to challenge for trophies.
"This time (Sampdoria) was really good, I was really pleased as they were thinking of me but I am waiting for maybe another option.
"The priority is England but I have to be ready for any other challenge.
"I try to find someone that will be at the top and take on the challenge for trophies, the Premier League, Champions League, Europa League so something that you can win."