After an encouraging start to the season that saw them rise as high as fourth, Newcastle have slipped down the table and are 18th with one point in the last nine games and are hoping to avoid their fifth straight league defeat.
"I am concerned about the bad run but I am sure that as soon as we win one game, the confidence will come back and we will start doing as well as we were at the beginning," the Spaniard told a news conference.
"I am as disappointed as any of the fans, because we know we were doing well and we have to get back to the good habits."
British media reports have linked Chelsea midfielder Kenedy and Liverpool forward Danny Ings with moves to Newcastle and Benitez reiterated that he is keen on reinforcing his squad, but was unsure about the budget at his disposal.
Club owner Mike Ashley is in talks over a possible sale with PCP Capital Partners, the investment firm run by British businesswoman Amanda Staveley which acts for investors in the Middle East and China.
"In terms of names in the press, some of them are impossible for us, so the reality is that we have to understand that we have to keep focused on football," Benitez added.
"The scouts department are working on names ... and we know we are trying to do things, but it's still nothing finished."
West Ham are 15th in the table and are unbeaten in three games under new manager David Moyes.