The 23-year-old winger joined Newcastle from French club Marseille in the summer of 2015.
According to a report in The Daily Mail at the time, the Magpies had to pay the Ligue 1 outfit a transfer fee of £12 million to secure the services of the former France Under-21 international.
Thauvin struggled to make an impact at St. James’ Park and could make just 13 appearances in the Premier League before returning to Marseille on a loan deal in the January transfer window.
During his loan spell at Marseille, the French winger scored two goals and created 22 chances in 16 Ligue 1 matches.
According to The Chronicle, Marseille are interested in signing the 23-year-old winger on yet another loan deal.
Benitez has suggested that Thauvin could remain at Newcastle next season if the Championship club are not made a suitable offer for the winger.
“All of them have to try their best,” Benitez told The Chronicle when asked about Thauvin. “After that we will decide. It depends on the offers and if they do well – maybe we will keep them. We will analyse it later.”
Thauvin created five chances in 13 Premier League appearances for Newcastle last season.