The Argentine playmaker enjoyed another standout season in 2013/14, with his efforts helping Benfica to the Portuguese title and the Europa League final.
Interest in his services is now reported to be building, with it possible that a release clause in his contract will be activated.
Gaitan insists he is in no hurry to leave Lisbon, as Manchester United and Tottenham Hotspur reportedly mull over summer bids, but concedes that he felt the same way before moving to Europe in 2010.
"I have to be honest, at the time I did not want to leave Boca Juniors," the Daily Express credits the 26-year-old with saying.
"I had played there all my life, but it was a good deal for me and the club.
"I had the opportunity to come and play in Europe, to play in the Champions League and Europa League, and now I'm very happy to be at Benfica.
"The same thought that I had when I was at Boca Juniors is what I now think of Benfica.
"I do not want to leave. I'm not heading for the exit at Benfica."