Benzema, Bale and Ronaldo failed to score as titleholders Madrid advanced to the Champions League quarter-finals 6-2 on aggregate, having overcome Napoli 3-1 on Tuesday.
Madrid's star-studded front three have come in for criticism throughout the season, something which frustrates France international Benzema.
"Of course it bothers us. We do not just make goals, we do a lot of work for the whole team," said Benzema, who scored twice in Madrid's 4-1 La Liga win at Eibar on Saturday.
"When there is a difficult match they always point us out. We work to win.
"We do not have time to talk about such things. We just work."
Four-time Ballon d'Or winner and Madrid's all-time leading goalscorer Ronaldo has scored 25 goals in all competitions this season.
Benzema has scored 15 goals, while Bale has netted nine times throughout 2016-17.
Asked about the criticism directed at 'BBC', Madrid left-back Marcelo said: "The criticisms enter one ear and leave the other."
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