And the Magpies could be embarrassed if Forest do beat them to the wide-man.
Benitez has become used to missing out on some of his top targets at Newcastle, with their track record in the transfer window not encouraging.
Newcastle failed to sign the likes of Tammy Abraham and Andre Gray in the summer transfer window, but at least the pair did move on to fellow Premier League clubs.
If Championship outfit Forest were able to beat Newcastle to Musonda that would be another story, and really highlight the challenge Benitez faces at St. James’ Park.
Benitez has stressed the need for additions if Newcastle are to stay up, but he has not made one signing so far this month, and he surely now will be hoping that he does not have to watch another player on his wishlist join a different club.