The former England Under-21 midfielder claims he is the latest in a series of home-grown players who have found themselves replaced by Benitez's foreign imports.
Pennant, speaking ahead of his Portsmouth debut in Saturday's FA Cup fourth-round tie at home to Swansea, said: "I don't know if it is the English mentality he dislikes but there are not a lot of English players at Liverpool.
"I have mentioned that before when I was at Arsenal so I guess I have not had much luck with foreign managers.
"Last season I played 34 games and in a Champions' League final the previous year for Rafa but now he has had a change of plans.
"It is not for me to question the manager because he has done so well for Liverpool but it seems very strange to go from playing every week to training on my own on Saturday afternoons.
"But that is Rafa for you and I don't think half the players at Liverpool can work him out.
"I have been speaking to a lot of the other Liverpool players and they could not understand why I was not being selected, especially in the games at home where they have struggled to win.
"It was the same with Peter Crouch and he had to get away too because he was not being picked."
Pennant's stay at Fratton Park is likely to be a short one after the 26-year-old cleared the way for a summer move to Italian giants AC Milan.
"I have not personally spoken to either Milan or Real Madrid but my agent might have," he added. "We will see what happens at the end of the season."