Benitez has already raided his former club Liverpool for goalkeeper Pepe Reina and now the Spaniard has his eyes on Agger who has been far from a regular at Anfield over the past 18 months.
The 29 year old has only made eight Premier League appearances for the Reds this season and may be looking for his last big career move, with Italy his ideal destination.
Benitez has confirmed that he wants to use the January transfer window positively and he still has some money to spend for the improving Serie A side who are also in the Europa League knock out stages.
“I am certainly expecting something from the market,” Benitez said.
“Let us see what we are capable of doing.
“We, as a team always give our maximum to win games and if a trophy arrives then we will be happy.
“Our objective is to never give up and get to the end of the season charged up.”