The former Manchester United forward has been linked with a return to England after a superb first season in Ligue 1.
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But Benatia told 365Scores Arabia: "Greenwood will stay with us. He is not for sale.
"We want to keep him and consider him a key part of OM's project for the upcoming season."
New signing Pierre-Emerick Aubameyang admits he's eager to work with Greenwood.
The former Arsenal captain said: "He's the starboy! He's very strong, very good.
"In Saudi Arabia, I had a team-mate who had played with him in Spain and told me he was a phenomenon. I'm happy he's with us."