The Blues spent just £1.7million in the summer as they had to watch their spending with Financial Fair Play rules weighing heavy.
"We have been talking about that [transfers], but I think it's time to concentrate on what we can do every week," said Benitez.
“We need to know how to prepare for the game against Arsenal, and how to improve our game. We are working on options."
On the prospect of transfers, he added: "Our market is clear, there are players you can get and players you cannot, that's the reality.
“We need to know these players want to come. In terms of our players, they cannot go if we don't want to.
“We don't want to lose our players if it is not necessary. If we don't want to sell players, we don't need to sell players."
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