Benitez, runner-up as Liverpool manager at the 2005 Club World Cup in Japan, brushed off fears that a slip-up this time might cost him his job.
"With the economic crisis around the world everybody is under pressure," he told reporters after Chelsea's arrival in the Far East.
"I don't have a problem with pressure. The future is the next game and the one after that."
Chelsea face Mexico's Monterrey in Yokohama on Thursday, and will hope to meet either South American champions Corinthians or Egypt's Al-Ahly in the final on December 16.
"It's a massive competition," Benitez said. "Everybody here has the same idea as me - to win every trophy.
"It doesn't matter if we are in the Champions League or not," added Benitez, who won the Club World Cup with Inter Milan in 2010 in Abu Dhabi.
"It's a great opporunity and we're here to win. We won our last two games and we're playing well."
With striker Fernando Torres rediscovering his scoring touch with four goals in two games, including two in Saturday's 3-1 win at Sunderland, Benitez backed his players to continue their recent improvement.
"Fernando is in a good position now because the team is creating more chances and because the team is doing well," said Benitez, who replaced the sacked Roberto Di Matteo last month.
"I can communicate with him in a different way and work with him but the main thing is his team-mates playing well."
Goalkeeper Petr Cech said the dethroned European champions could live with the pressure of being labelled favourites to win the Club World Cup at the first attempt.
"We came to win the competition and will try to prove it on the pitch," he said.
"You can only play in this competition if you win the Champions League and I've had to wait eight years to get here.
"As the boss said, the last two results were very good for us so we'll try to carry that momentum and hope it takes us through."
Cech also gave the goal-line technology being used in Japan by FIFA for the first time the thumbs-up.
"I'm very happy with the decision," Cech said with a sideways glance at Benitez, whose Liverpool side knocked Chelsea out of the 2004/05 Champions League through Luis Garcia's "ghost" goal.
"I've been saying for 10 years football needed something like this. Results of certain competitions could be different.
"As a player you would rather wait for the right decision than be disappointed at the end of the game."
