The 25-year-old joined the Eagles for a club record £27m ($35m) earlier this month after falling out of favour under Jurgen Klopp at Anfield.
He made his Palace debut in the club's 1-1 draw with Bournemouth at Selhurst Park on 27 August.
Benteke said he had no choice but to leave Liverpool if he wanted to play regular football and that he had offers from several clubs.
"Crystal Palace is a good step for me," he was quoted as saying by the Daily Mail.
"I am now on a team that might not have the same ambitions as Liverpool, but I can play well and show me every weekend.
"Of course my dream continues to break through to play at a big club and in European competitions. But I did not go to Palace with the idea to perform and then move on after one season."
Benteke scored only nine goals in 29 league appearances for the Reds after joining from Aston Villa last summer.
He said he faced an uphill struggle to convince the club of his qualities after Brendan Rodgers' sacking last October.
"I don't see my time there as a failure," the 25-year-old said.
"When I signed there was another coach and with him it might have turned out differently.
"I did not fit the tactical system of the new coach. That was not easy mentally because I was left to fight a losing battle.
"But I must not look for excuses. I could also have done better in those few minutes I got. I have not performed as expected."
Benteke has been called up to the Belgium squad by manager Roberto Martinez for a friendly against Spain and a World Cup qualifier against Cyprus.
Palace return to league action with a trip to the Riverside Stadium to take on Middlesbrough on 10 September.