Coloccini is yet to play under Benitez, but feels things had changed for the better since the Spaniard's arrival.
Benitez was appointed with just 10 games to go and there has been an improvement in the Magpies form in that they're unbeaten in each of their last five games, but were condemned to a season in the Championship after Sunderland's 3-0 win over Everton on Wednesday evening.
Coloccini is quoted in the Chronicle, saying: “We changed a lot of things. We changed the right way.
“Maybe it was too late, and that’s why we are in this position.”
Certainly, many have criticised the powers that be at Newcastle for removing Steve McClaren from his post too late in order to install Benitez as manager.
The Spaniard has a release clause in his contract in the event of relegation, therefore could leave after the final game of the season against Tottenham but it's not out of the question that the former Liverpool boss may stay at the club in order to try and guide the club back to the top flight at the first time of asking.
Many would like to see what Benitez would do with the side in the summer if he does stick around at the club, and see if he can lay some decent foundations in order for the club to return to the Premier League and stay there in the long term.
But given the upturn in form, that Newcastle have looked a little more solid defensively in recent weeks, they clearly held on to Steve McClaren for too long.