The Blues are yet to sign any new players during the current transfer window, as the Spaniard looks to bolster the strength of the squad.
The Londoners face Swansea City in the Capital One Cup on Wednesday, and Benitez is adamant that the competition is all he is concerned about at the moment.
"Do you think really that if I have any information I will give you a name? No, because maybe it will cost more money," Benitez said.
"We are just concentrating on this game so I can't be thinking about any additions."
Chelsea travel to Swansea for the second leg of their Capital One Cup semi-final.