Zaki scored a double against Liverpool at Anfield on Saturday.
“Everybody will be checking his situation now,” Benitez admitted in The Times.
The Egyptian striker is currently on loan from El Zamalek, but Wigan is keen on signing him to a permanent deal.
Manchester City have also shown their interest in the Premier League top scorer.
“We will have the right to sell Zaki to any club,” Zamalek president Mamdouh Abbas stated.