The Spaniard has once again been frustrated on the transfer front, with the club's hierarchy reluctant to splash the cash to improve the squad.
The Tyneside outfit, who finished 10th in the Premier League last season, have so far this summer signed Martin Dubravka, Ki Sung-yueng and Fabian Schar on permanent deals, and Chelsea's Kenedy on loan.
They have also agreed a deal with Mainz to sign Yoshinori Muto, subject to approval, with the Japan forward needing a work permit.
Transfer deadline day is next Thursday and Newcastle then begin their 2018-19 league campaign two days later by hosting Tottenham.
Following the loss in Portugal on Wednesday night, Benitez was quoted by the Chronicle as saying he was "really worried" about transfers.
In his post-match press conference, he was quoted as saying: "It was a bad game. We did not do things the way we have to.
"Ten days before the start of the season now and this is a wake-up call. We have to realise we can't make these mistakes.
"Things are not going well off the pitch and you can see a reflection of that on the pitch."
When asked what he was referring to in terms of 'off the pitch', he said: "Everything."
And when then asked if there were players close to coming in, he said: "I have no idea."
He gave the same response when asked if there was money to spend and then said of Newcastle's fans: "They have to be concerned. We are concerned."
Benitez also said he thought the club needed "three or four more players".
He added: "We will try to change things in the next 10 days. We will try our very best."