The former Liverpool boss was getting to know the Blues squad at their Cobham training ground, south of London, before facing the media at Stamford Bridge at 1730 GMT.
Di Matteo was fired after Tuesday's 3-0 defeat by Juventus in Turin left Chelsea facing elimination at the group stage of the Champions League they won last year.
His dismissal means that Roman Abramovich, Chelsea's Russian billionaire owner, has now sacked seven managers since buying the club in 2003.
The appointment of Spanish manager Benitez, albeit only until the end of the season, led to renewed speculation that Chelsea's long-term target was former Barcelona manager Pep Guardiola, currently on a year's sabbatical from football.
Benitez is returning to management for the first time since a brief spell in charge of Inter Milan two years ago and told Britain's Sky Sports television: "It (Chelsea) is a top club and we can challenge for trophies."
The first Chelsea player to publicly wish di Matteo well after his departure, Juan Mata, told the Daily Mail newspaper: "Rafa Benitez is a great coach.
"He's got lots of experience and won a lot of trophies with Liverpool, taking them to a very high level. He knows the Premier League too."
But Benitez faces a tough introduction, with Chelsea having won just twice in eight games and the club's next opponents Premier League champions Manchester City on Sunday, where Chelsea will look to close a four-point gap on the league leaders.
Di Matteo replaced the sacked Andre Villas-Boas in March and led Chelsea to an FA Cup and Champions League double, with the Blues beating Bayern Munich on penalties in May to become the first London club to lift the European Cup.
The former Italy midfielder, who played in two FA Cup winning teams for Chelsea, said it was an "honour" to be manager of the club, with the Champions League victory a highlight.
But there was widespread sympathy for di Matteo from his fellow managers and across the British press after just 262 days in charge, with a stable relationship between board and boss seen by many in English football as the bedrock of success.
Arsenal's Arsene Wenger, in charge of the Gunners since 1996, was particularly scathing about Chelsea's decision.
"I find it surprising and very sad personally," Wenger said after Arsenal's 2-0 Champions League win over Montpellier on Wednesday. "It is a complete surprise and very sad news."
Arssenal, however, have not won a major trophy for seven years and there was a growing acceptance that Abramovich's vast personal wealth meant that, at Chelsea at least, the usual rules did not apply.
The Daily Mail's Martin Samuel contrasted Chelsea's position with that of Manchester United, where Alex Ferguson has been the manager for 26 years.
"In the time Abramovich as been at the Chelsea, United, the most convincing argument for patience and loyalty there has been in English football, have won nine trophies (one Champions League, four Premier League, three League Cup, one FA Cup).
"But Chelsea have won 10 (one Champions League, three Premier League, four FA Cup, two League Cup).
"Abramovich's success as an owner is just further evidence of the overwhelming influence of money: throw enough cash at a problem in football and however crass the executive behaviour, chances are results will come your way eventually."
He added: "Abramovich's actions defy convention and therefore conventional analysis."