Sturridge has struggled to establish himself as a regular at Stamford Bridge and it was reported earlier this week that Liverpool were closing in on a move for the forward.
Fresh speculation has suggested that the deal has hit a snag, but Benitez refused to give too much away and would only hint that there could be a switch next month.
"He was training with us yesterday," Benitez said in the Fulham & Hammersmith Chronicle. "But that was just one training session. So now we have to wait, because he was injured.
"To be fair, I only saw him three times last week, so he couldn't train too much in this time with him."
Asked if Sturridge was set for a move, Benitez said: "We will see. You never know in the market."
Benitez insisted he was in the dark over stories linking the 23-year-old with a move to Liverpool.
"I don't know what they said, because I didn't read the press," the Chelsea manager commented.