Benitez's replacement, Steve Bruce, has received a lukewarm welcome from fans despite being a boyhood fan having been born just 16 miles from the city.
Mike Ashley cannot understand why the reception had been so bad.
"I expected the negative reaction to Rafa leaving but I was shocked by the reaction to Steve," he added.
"He doesn't deserve it. He's one of their own. I don't think the fans quite realise what they've got because I'm hoping he's the one.
"There's been some hurtful stuff, that he was our 11th choice. Actually, we had a short-list of three and Steve was one of them."