Felix is rebuilding his career and form with Al-Nassr after his move from Chelsea in the summer.
However, the attacker admits he would've been happy to have returned to Benfica - if they had made contact.
He told Sport TV: "What drove me to come was the club's desire to have me. The truth is, I've wanted to return to Benfica for the last three summers.
"It's always been my desire, I've always told my agents, but there's never been any serious interest from the club, I don't know who. But my desire has always been to return, the opportunity has never presented itself, not because of the transfer fees or salaries, it had nothing to do with that.
"It's always been a lack of will on the other side's part, and Al Nassr have come forward in this last transfer window with even more desire and availability.
"And when that happens, we won't be able to refuse."