Toni Kroos put Madrid ahead in the first half after Athletic had been reduced to 10 men, but Ander Capa's equaliser threatened to end their winning run before Benzema scored his fifth and sixth league goals of the season.
"He's the best," Zidane said in his post-match news conference. "Without playing a really good game today, he scored twice again. He always shows up, that's what the great players do."
The French coach was asked if he believed Benzema, 32, deserved to be ranked ahead of legendary compatriots such as Raymond Kopa, Michel Platini, Jean-Pierre Papin and Thierry Henry.
"For me, yes," Zidane said. "He shows it with what he's doing. He's played at Real Madrid for a long time, more than 500 games. His goals, his trophies, what he's done, they speak for themselves. For me he's the best, yes, it's clear."
Benzema joined Madrid from Lyon in 2009 and has won four Champions Leagues and three La Liga titles in his time at the Bernabeu but has faced criticism at times over his goalscoring record.
"He isn't a pure No. 9, only thinking about goals," Zidane said. "That's why I love him. He doesn't only have that in his head. He links up, passes to teammates. That's what I like in football, and he has both things."
The three points saw Real Madrid draw level with Real Sociedad and Atletico Madrid at the top of the La Liga table, although Atletico have two games in hand.
"It was a really important game for us," Benzema said. "We're on the right track. When we're at this level, things go well for us."
Besides his two goals on Tuesday night, one first-half moment in which the forward played a pass by controlling the ball with his back caught the eye.
"What can I say, I see football like that," he said. "If I can do it, I'll do it, if it's necessary. I won't say I practise it, but if the ball comes to me like that, I have to do something."