Filipe is a 15-year-old winger, while Virginia is a goalkeeper and is of the same age. Both players are highly rated.
Earlier in the season, Barcelona made an offer for Filipe, who has been likened to Real Madrid and Portugal international Cristiano Ronaldo.
Both Filipe and Virginia have been offered new long-term deals by Benfica, but they have yet to agree to them.
The teenagers are thought to be keen on playing in the Premier League in the future, and this has alerted United, City, Liverpool and Chelsea.
Benfica are now bracing themselves for offers from the English clubs.