With current Jambos head coach Robbie Neilson poised to join MK Dons in the coming hours, Cathro has emerged as a clear front-runner to be the new boss at Tynecastle.
However, in a press conference this lunchtime, Benitez insisted that no club had been in touch seeking permission to talk to Cathro.
Benitez said: “I don’t need to do publicity for Ian! We do not have an official approach. He is our coach. We are happy with him. We will carry on.”
Asked if Cathro would be the right man for Hearts, Benitez added: “He is a great young coach with some experience and he has a great future.
“I have no idea (if we’ll get an approach). Everyone is talking about the same. It depends on their head coach at the moment.”