UEFA president Michel Platini announced the idea on Saturday and confirmed a final decision would be taken in January or February next year.
The Frenchman believes "it is a great idea", something echoed by Benitez who told Sky Sports News: "My experience when you talk about finals is it's a mess.
"When you play in a city and you have all the fans or like with the semi-finals you have a lot of teams in one or two cities, it's a mess so the idea to play in different cities I think it could be good.
"Maybe it's a good option for the future, in terms of having more facilities and it will be easier for the fans also to go to one place or the other."
Turning his attentions to Sunday's Euro 2012 final between Spain and Italy, the former Valencia boss believes the team are tired and as a result predicts the outcome will come down to mental approach.
He explained: "You have eight, nine players that play for Real Madrid and Barcelona and that means they were competing until the end so everyone is a little bit tired.
"You see how they played against Portugal, it was a difficult game so they were a little bit tired.
"I think the final will be more about motivation and more about fitness.
"But the team, the understanding between players is so good that it is difficult to change. I think Vicente (coach Del Bosque) is trying to do his best with a very good team.
"We talk about Spain not playing well but to win every year is not easy."
Benitez is currently out of work after being sacked by Inter Milan in December 2010 whom he joined after leaving Anfield and this week talks between the Spaniard and Sampdoria broke down.
While admitting he was flattered by their interest, Benitez admits finding another club in England is the priority.
He added: "Sampdoria was very serious, very professional and they have a project.
"My idea is to find a club that can match my desire, my expectations to challenge for trophies. This time (Sampdoria) was really good, I was really pleased as they were thinking of me but I am waiting for maybe another option.
"The priority is England but I have to be ready for any other challenge.
"I try to find someone that will be at the top and take on the challenge for trophies, the Premier League, Champions League, Europa League so something that you can win."
Chelsea won the Europa League on Wednesday. The Blues defeated Benfica 2-1 on injury time goal from Ivanovic.
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