The 29-year-old striker has been playing well for the Baggies so far this season and is scoring goals for fun in the Championship.
The former Crystal Palace striker has scored nine goals and provided one assist in 12 Championship starts for Darren Moore’s side so far this campaign, according to WhoScored.
Newcastle manager Benitez has suggested that he is keeping an eye on Gayle.
Benitez told The Chronicle about Gayle: “I have said before he was a great player for us in the Championship.
“He did well in the Premier League too but had injuries. He is a player that did good things.
“We know all about his movement and runs behind the defenders. That was really important for us. We're keeping an eye on him.”
Newcastle United return?
Gayle joined Newcastle from Palace in the summer of 2016 for a transfer fee reported by The Guardian to be worth £10 million.