Newcastle United have been linked with Tom Cleverley, Tom Cairney and Ruben Loftus-Cheek in the January transfer window.
Benitez has also revealed that Newcastle are actively looking for players in the January transfer window.
Newcastle are second in the league table at the moment with 52 points from 25 matches, two points behind leaders Brighton & Hove Albion, who have a game in hand.
Manager Benitez has admitted that it is proving hard to find the right players at the right price.
“For any team you know it is difficult to find the right players for your team, for the right price - at least not the players you need,” Benitez told The Northern Echo.
"We were doing our job before, preparing some names and we had some targets. Then we tried and teams were telling us, 'no he's not for sale', or, '£20m'. You know that is not their value. You have to keep working and find the right players, but it's not easy.”
According to The Northern Echo, Newcastle were interested in signing Tom Cleverley from Everton before the midfielder joined Watford on loan in the January transfer window.
Newcastle will take on Brentford away from home at Griffin Park in the Championship this afternoon.