The deposed Champions League winners have travelled to Japan for the competition, where they will take on Mexican side Monterrey on Thursday.
Benitez's appointment has still to win over the Chelsea supporters, but has seen the side claim wins in their last two games and Fernando Torres get back among the goals.
But the interim coach brushed off any idea that he is under pressure to win the Club World Cup after Chelsea's Champions League exit.
"With the economic crisis around the world, everybody is under pressure," he said.
"I don't have a problem with pressure. The future is the next game and the one after that."
Benitez is familiar with the competition, having lost in the 2005 final while manager of Liverpool before winning it in 2010 during his time at Inter Milan.
"It's a massive competition," he 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.
"It's a great opportunity and we're here to win. We won our last two games and we're playing well."
Torres' form has been a factor in the last two wins, culminating in a brace against Sunderland on Saturday.
"Fernando is in a good position now because the team is creating more chances and because the team is doing well," Benitez said.
"I can communicate with him in a different way and work with him but the main thing is his teammates playing well."