"They (Marseille) are always talking but they don't talk with us," said the Reds boss. "There is no news and we don't want to sell Djib.
"He is a very important player for us who has shown the kind of attitude I like in players. He's a good finisher and against Everton I knew his pace would give us options."
Benitez then refused to be drawn on further rumours about incoming transfers but on the subject of signing a new centre-back he added: "We have four or five options with regard to bringing a new centre back in. Signing players in the January transfer window is more difficult than the one in August but we are trying our hardest.
Cisse himself has also dismissed rumours again, who is disappointed in his brother for fueling speculation.
Cisse says: "There is no truth whatsoever in this story and I am really annoyed with my brother, who I have no contact with, for this. I cannot emphasise strongly enough how happy I am here at Liverpool.
"This is my club. I waited a long time to come here and I'm here to stay. The fans are amazing, my team-mates and manager are amazing, and it's just a fantastic club.
"I have had no contact with Marseille and the ongoing speculation about my future is boring. It has caused me a lot of problems but I won't let if affect me. My mind is focused only on doing my best for Liverpool. We have some tough games coming up and I am fully concentrated on them.
"To score in the derby was a special moment for me and one I will never forget. My confidence is high and I just want to continue playing well and scoring goals for this club. There is so much to look forward to here. We have a great team and we have a lot to play for in the second half of the season."