Keane has struggled to make an impact at Merseyside, following his £20million summer move from Tottenham.
Keane has just managed to score two league goals in 20 games.
Benitez declared: “We don’t want to sell Robbie, so I was surprised when I heard about the rumours. We are not even thinking about selling.
“It is always tough at the start when you move. And when it is to a top side, that makes it even more difficult.
“But Robbie has the quality and is working hard, so it is not a problem.
“The key for me is when the team play well. If they do that, Keane will have more chances and he will score more goals.
“I know he will have been disappointed at not playing on Saturday, because they all want to.
“He’ll have been thinking ‘I want to play, I need to play’. But while I think he knows we have confidence in him, he also knows he is not playing to his level.
“You cannot give a player with his experience too many messages.
“He knows he has to perform well and he will.
“All I was thinking about at Blackburn was a system we could manage and control.
“Carlos Tevez scored four goals for Manchester United last week and didn’t start against Sunderland.
“But there isn’t the same debate. Why?”
