Which has us wondering if Alan Pardew will do the same.
Benitez's November appointment as successor to Champions League-winning boss Roberto Di Matteo was met with a hostile reception from many Chelsea supporters.
And Pardew has taken stick from Newcastle supporters in recent weeks after the humiliation against the Mackems and the 6-0 home defeat by Liverpool.
Obviously the result against Arsenal will make him decide.
After the Liverpool fixture he shot down the tunnel on the final whistle, so we will wait and see.