Fergie made his move just a week before Manchester United face the French side in a Champions League last-16 clash.
He spoke to Lyon last week.
Lyon president Jean-Michel Aulas said: "I spoke to Sir Alex. I told him that Benzema and Ben Arfa will not leave in the next two years. We want to build our future on them.
"If he wants to exchange Cristiano Ronaldo for Ben Arfa we could talk about it but they would have to also give us a bit of money."
But Aulas' remarks will not put off Fergie, who spoke to the Lyon president before Saturday's game with Sochaux.