The Brazilian is reportedly being targeted by PSG as a replacement for Kylian Mbappe should the France star seal a sensational transfer to Real Madrid.
Richarlison has played in both of Everton's Premier League matches this season, scoring and providing an assist in the 3-1 win over Southampton.
In last week's 2-2 draw with Leeds United, no Everton player had more shots (five) or created more chances (three) than the former Watford forward, who has scored 43 goals in all competitions since his arrival in 2018.
Benitez, however, was adamant Everton will not be selling the 24-year-old, who helped Brazil claim Olympic gold in Tokyo, in the remaining days of the transfer window.
"We are not considering selling him," the Everton boss said. "He is our player, we are really pleased with him, really happy.
"Hopefully, he can score a lot of goals this year for us."
Richarlison is not the only player to be linked with a move away from Everton, who are looking to trim their squad, reportedly to stay in line with the Premier League's profit and sustainability rules.
Moise Kean, who spent last season on loan at PSG, is a reported target for Juventus, though a deal may well hinge on Cristiano Ronaldo's potential departure from Turin.
"We have some players that people know that they are good players. But this speculation is something that [journalists] have to do, you need to give information to the fans," added Benitez.
"But the coaches, we have to concentrate on the players we have."
Kean left Juve for Everton in 2019, but has struggled to settle in English football. He started and was sent off in the Toffees' EFL Cup win over Huddersfield Town on Tuesday.
On Kean, Benitez said: "The reality is that he's our player. He did well last year [at PSG]. He's with us and we have to deal with the transfer window."
Reports on Friday began circulating that the club are working on a deal to sign Luis Diaz from Porto, with James Rodriguez – who arrived last year under Carlo Ancelotti, going on to score six goals – going the other way on a season-long loan.
"I cannot give you too many answers [on James]," Benitez said. "We will see.
"If you ask me the question in three days, you might have the solution. Today, it's just speculation."