Outlining discussions he has held with Wenger, Benitez told reporters: "I said: 'Listen, we have to talk.' And he said: 'Do you have some money?' Obviously, we like good players, but it's too soon to talk about that".
Despite being linked with a summer exit, the Serbia global has been heavily involved in Newcastle's pre-season and he has managed to score three goals in the process.
United - who kick off their campaign with a home game against Tottenham Hotspur on Sunday - must submit their initial squad to the Premier League by Friday.
Newcastle are looking at two loan options as the start of the Premier League draws ever closer, according to a reliable journalist. This one is hard and tough. Despite this they're the best equipped side out of the promoted three to survive in the Premier League and are as big as 9/2 to be relegated this year. And the Serbia worldwide - who found opportunities hard to come by in the Championship last season because of the form of Gayle - hopes to repay fans for their backing.
Reports have claimed Arsenal want to recoup most of the £17m they paid for Perez, and Deportivo want a deal done quickly, or say they will have to move on to other targets.
Benitez added: "Am I happy with the way we have done things? No".
Mitrovic last week insisted he was "focused" on his Newcastle career despite continued speculation over his future. I knew there would be a lot of competition, I just need to do my best.
Benitez said earlier this week he has monitored the 28-year-old, and has since revealed that he has enquired about bringing him to St James' Park.
"Always in football you need luck, I had the luck when the ball came through to me and then I scored", Atsu said of his Verona strike.