Alonso was set to leave the club last summer had Benitez landed Gareth Barry, and there is fresh speculation that Sunday's game against Tottenham will be his last at Anfield.
Claims that Real Madrid will bid for Alonso should Florentino Perez win the club's presidential election next month have prompted fears that Alonso will be sold for £20million-plus to help fund Benitez's transfer targets.
This opinion was fuelled when Benitez pulled out of his weekly media conference at short notice.
However, assistant Sammy Lee said: "The talk about Alonso (going to Real Madrid) is pure speculation. You cannot prevent talk.
"We always want to keep the spine of the team, our very best players. You can't stop speculation, but we want to keep the core of our squad, the best players, here.
"New players will be brought in. You always want to keep improving on the field compared to what we have done this season.
"There is a platform now to go forward and hopefully win the title, but we have to get the best out of this squad to do it."
Later Benitez added: "It's very clear, Xabi has three years left and we do not want to sell him."
Benitez has also hit out at frenzied transfer speculation around the club.
He said: "When you know your targets then you read things you can say, 'they have no idea'.
"I don't waste too much time on this. We have already had about 90 Spanish players linked with us. Today there were three names we do not even know.
"We have some money, not big money. But for me now it is not about how much, but how good they are for us."