Bentek, without a goal in 12 games, saw his spot-kick saved by Asmir Begovic in the 93rd minute as Palace drew 2-2 at Selhurst Park on Saturday, despite usual penalty taker Luka Milivojevic, who scored an earlier penalty, still being on the pitch.
Hodgson was asked by disgruntled fans leaving the pitch after the game why he had chosen Benteke as the penalty taker, but the Palace manager responded by insisting he had not told the Belgian to take over duties.
The former England boss insists there was no animosity or altercation with supporters, and that security did intervene, but did not hide his frustration at Benteke for his decision to take the penalty.
Hodgson said: “I am frustrated, especially when you see a penalty missed in the last minutes of the game, by someone who has not been designated as a penalty taker, but has decided at the last minute that he is the man to take the penalty.
“I think if you do that you’ve really got to score it, or you risk the wrath of a lot of people, not least of all your manager, coaches and team-mates.”
Asked if the order from the bench was for Milivojevic to take the spot kick, Hodgson said: “Yes, that’s true, yes.
“Unfortunately if it was a training session, and you award a penalty, and the player you don’t want to take the penalty goes up and takes the ball, you can stop it.
“But in a Premier League game, we are too far from the penalty spot on the bench, and we’re not allowed on the field of play, so unless the other players on the field are closer manage to wrestle the ball from him, then he takes it, the guy who has decided to take it.
“Really what he needs to do is to score, otherwise he will be subject to the wrath from his manager, coaches and team-mates, because they’ll say really and truly, you shouldn’t have done that.”
Asked about speaking with the fans at Selhurst Park on his way back to the dressing room, Hodgson played down any incidents, insisting it was all amicable.
“I wasn’t unhappy with [the question], I was actually trying to explain to the fella,” Hodgson said. “The fella said: ‘Why did you let Benteke take the penalty?’ And I told him well we actually didn’t designate Benteke.
“But of course then the security guard who is with me, he thinks in some way I’m being abused by the fan, who is just simply asking a question, and I was simply answering the question.
“But of course then when a security guard gets involved, starts pushing the guy back, it looks like there is a problem, but it’s really quite simple.
“A couple of young fans asked [the same], and I made it clear to them that we didn’t tell Benteke, he decided himself.”
Palace are now bottom of the Premier League, and when asked if pressure was building, Hodgson’s answer was simple.
He said: “Of course it is, and if we don’t win on Tuesday it will put more pressure on Saturday! The bottom line is we are in the bottom three, we are down there, and we are divorced from the teams where we would like to be by quite a few points.
“We were clearly more dominant and had more chances in the first half. The perfect opportunity is given to you in the 91st minute but we didn’t take it, and you can’t blame anybody but yourself for that.”