There have been suggestions some of the Blues' senior players might be sceptical about former Liverpool boss Benitez being handed the reins following his run-ins with his new club while at Anfield.
But Terry wrote in his programme notes for their Barclays Premier League game against Manchester City: "On Thursday, we welcomed Rafa Benitez as our first-team manager. All the players are looking forward to working with him."
Terry also paid a glowing tribute to Roberto Di Matteo, who was controversially sacked on Wednesday after a run of two wins in eight matches.
"It has been a difficult week all round, both on and off the pitch," Terry wrote.
"I want to say that it was a privilege to play for Robbie. I had the pleasure, as a YTS player growing up, of watching and learning from him and to go on and play under him as captain was an honour.
"To win two competitions last season, including the Champions League that we had wanted for so long, was incredible. Robbie is a great man and an absolute legend. We wish him every success in the future, because saying thanks doesn't seem enough."
Terry's absence through suspension and injury was arguably a key factor in the slump that led to Di Matteo's downfall.
The defender is expected to return in two weeks and he added: "It's been really difficult for me, missing these last two games.
"Believe me, I can't wait to get back out there again."