The Ligue 1 player of the year, who is currently with the France squad at Euro 2008, has long been linked to the Red Devils, who are currently trying to stave off attempts to lure winger Cristiano Ronaldo to the Bernabeu.
Talented: France's Karim Benzema (right) evades Romania's Cristian Chivu during the group C match between Romania and France in Zurich
Benzema, 20, has repeatedly stressed that he wants to remain in France for the time being in order to gain more experience.
But he told Spanish newspaper Marca that a move to Madrid is something that would interest him in the future.
He said: "I like Real Madrid, but I think that I'm still too young to sign for a club like that.
"I think that I need to get more experience and I'd like to help Lyon be a European champion.
"Then, in the future, we'll see what happens."
In March Benzema signed a contract extension to keep him at the club until 2013, with an option of increasing the deal for a further year.
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