The 27-year-old midfielder has made just two starts for the Reds this season in the Premier League, and has yet to complete a full 90 minutes of action.
"I'm not speaking to anyone at the moment because I'm under contract, but I am looking around, given I am not playing," the London Evening Standard quotes Lucas as saying.
"There was contact with Napoli last summer, but the parties didn't reach a satisfactory agreement. It's true that Benitez has always held me in high esteem."
The Brazilian joined Liverpool from Gremio in 2007.