The centre-back, a French-born Morocco international, is enjoying his first stint in Serie A after arriving at Udinese from Clermont in 2010.
Benatia has been linked with a host of top clubs across Europe, including Arsenal, Chelsea, Manchester United and Tottenham in the Premier League.
In Italy, both Milan clubs, as well as Juventus and Fiorentina, are thought to be keen on the defender, who is contracted at Udinese until summer 2017.
The 26-year-old is enjoying life with the Bianconeri and says it would take an offer from a high-profile side to prise him away from the club, and from Italy.
Benatia said: "I am loving my time in Italy. The league is a very good one and to be honest an important Italian team will always be my first choice unless a huge English, Spanish or German club come for me.
"The Italian league is a top championship with top clubs who are very attractive as well, so if I have an offer from a big club here I will listen to that club."