The former Sky Sports presenter has also praised Steve Bruce for his efforts in guiding the Magpies to 11th in the table, claiming certain supports “must be hating what he’s doing”.
Many fans have stayed away from St James’ Park in their thousands, and Bruce faced heavy criticism on social media following the Magpies’ initial struggles.
But a run of four victories in six matches has lifted the club seven points clear of the bottom three.
Keys has frequently backed Bruce, and believes the recent results prove Benitez is not the only manager capable of leading the club.
Writing in his blog, the beIN Sports anchor posted: “And you knew I was going to mention it – what about Brucey? Newcastle fans must be hating what he’s doing!
“He’s proving that not only Rafa can manage that club. He’s 10 points better off than the Toon were at this stage last season – and there’s not a hint of turmoil behind the scenes.
“I had hoped one or two of you serial abusers in the North East might’ve had the good grace to withdraw some of your vile abuse.
“No – I’m kidding. I knew you wouldn’t but I do hope the rest of your season continues as it is now.
“Oh – and you never know, Santa might yet have a surprise for you.”