Benitez managed Liverpool from 2004 to 2010, helping them to win the 2005 Champions League. He led Chelsea to the Europa League in a caretaker spell in 2013.
And he was Newcastle manager from 2016 until this summer, guiding them to the Championship title in 2017.
He left St James’ Park at the end of his contract in June, saying they did not share his vision for the future, before becoming Dalian Yifang manager days later.
His team are ninth in the 16-team Chinese Super League with only three games left in the 2019 season.
“Here you can watch every Premier League game,” Benitez said. “I follow all the Premier League because you need to know the players and the league.
“My idea in the future would be [working in] the Premier League. I want to stay close to my family and it is a league I like a lot.”
The 59-year-old signed a two-and-a-half-year contract with Yifang in the summer.
“I will be young when I finish my contract here,” he continued. “What we are doing now is forward thinking.
“We are following the Premier League, following the Spanish League. We are updated and we are ready.
“We want to do well here and after we will consider anything for sure.”
Benitez, who has also managed Valencia, Inter Milan, Napoli and Real Madrid among others, says he could consider managing England one day.
“I have an advantage,” he said. “I can understand what the fans want, I know the league, I know the players. I like coaching every day.
“We are talking about a few years and you never know. It is another challenge, but sometimes when I say that, people say ‘Rafa wants to coach Spain’, ‘not now’. ‘Rafa wants to coach England’. ‘Not now’. In the future, for sure it would be a good challenge and a big challenge.”
