Real Madrid battled back from a goal down to beat bottom-of-the-table Osasuna 3-1 on Sunday and reclaim second spot in the Primera Liga from Sevilla, 12 points behind leaders Barcelona.
"I haven't had any approaches from anyone... It is not an issue to decide," the England coach said.
Jorge Valdano said he would be stepping down as the sporting director of Real Madrid with effect from June 11.
Real Madrid new coach Mariano Garcia Remon says the victory over Osasuna was the result of his predecessor's hard work.\n\n
"I need the players' help and respect to turn this round and I'm sure I'll get it," Mariano Garcia Remon said.
Real Madrid need new players before the start of the season to balance the side, the club's coach warned.
The former Spain coach said restoring a winning mentality in the club's players would be his main priority.
Under-fire Rafa Benitez said Real Madrid needed to be more consistent and also accused his players of easing off in games ahead of Sunday's La Liga clash with his former club Valencia. The Spaniard is the most successful coach in Valencia's history. He led them to La Liga titles in 2002 and 2004, when he also won the UEFA Cup, and is sure of a warm welcome when he walks out at the Mestalla.