Fellaini has been mentioned as one of the players Louis van Gaal might be looking to move on this summer as he begins to reshape his squad after taking charge at Old Trafford.
The Belgium international had a disappointing first season at United following his switch from Everton 12 months ago and speculation has suggested that Napoli are among the clubs monitoring his situation.
There have been reports of a loan move to Naples, but Benitez was reluctant to discuss a player who remains on a long-term contract at another club when asked about his interest at a press conference.
Van Gaal has revealed that he is set to speak to those members of his United squad who do not figure in his plans, and Benitez is happy to wait for further developments.
Asked about Fellaini, the former Liverpool boss said: “He's not one of our players, his future does not depend on us, but on Manchester United.
“I think about working with the players I have.”
Javier Mascherano is another player to have been connected with a move to Napoli, having played under Benitez at Liverpool before joining Barcelona in 2010.
However, Benitez admits there is no chance of him being able to lure Mascherano away from the Nou Camp.
He said: “This (possibility) is closed. I spoke with Javier and his agent but Luis Enrique has great respect for him and I understood that it was not possible to take him.”