The club is in talks with Blackburn Rovers over a move for defender Grant Hanley.
Newcastle have already had two bids for the 24-year-old rejected.
But United are expected to improve on their last Â£4.5million offer and lodge a bid closer to Blackburn's Â£6million valuation.
Speaking today from the club's training camp in Ireland, Benitez said: "I think the market was quite slow, but now things are starting to move.
"We are trying to do what we want to do as soon as possible."
Asked how close the club was to signing Hanley, Benitez said: "It is something that I am aware of as I am talking every day with (managing director) Lee Charnley.
"He's in charge of the signings and the business. I cannot talk too much about that."