كتب : Omar AbdelAziz
Spanish media quoted Real's vice-chairman Jose Angel Sanchez as saying that the Dane is a transfer target for the club in the winter break.
However, former Valencia manager Benitez has set the record straight that Agger is not for sale.
"The situation is very simple, Daniel Agger is our player and he is not for sale," Benitez told Liverpool's official website.
"His future is at Anfield and nowhere else. He knows my ideas because we have talked with him and he has a long future with us.
"We do not want to lose our concentration just before we play Manchester City by talking about other things but it is important that people know that Agger is not for sale."
Speculation around Agger's future at Anfield emerged as the 23-year-old lost his first-team place after recovering from a long-term injury this term.
Agger faces competition from Martin Skrtel as partner to the untouchable Jamie Carragher at the heart of the Reds' defense.