The Reds have been linked with a £25m summer swoop for the Spaniard, but could face competition from Manchester United, Chelsea and West Bromwich Albion for his signature, reports the Daily Mail.
"It's normal. Every Benfica player is in a big window," said Jesus when asked about Liverpool's interest in Moreno.
"The league is full of high-quality players so it's normal for other clubs to be interested. Rodrigo is going through a good moment."
Benfica progressed to the quarter-finals of the Europa League on Thursday evening after completing a 5-3 aggregate win over Tottenham Hotspur.