The club is looking to add to its eight summer signings, while a number of players could also leave.
Benitez, speaking ahead of tomorrow's game against Bristol City at Ashton Gate, is looking to sign a striker, a winger and a defender before the transfer deadline at the end of the month.
Newcastle have an interest in Utrecht striker Sebastien Haller, while Everton defender Brendan Galloway is wanted on a season-long loan.
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Asked if the club's business would go to the wire, United manager Benitez said: "We still got a lot of work to do.
"We are working hard and I check with (managing director) Lee Charnley every day.
"We are talking with agents and thinking about what we have to do to improve the team and make sure the squad has the right number of players.
"It’s not easy, though. As soon as Premier League clubs had more more money, it was difficult because everybody is spending big money.
"We have targets and are working on them. Hopefully, we will do something sooner rather than later."