"We are trying to understand what's going on, this situation is a bit of a mess," Moratti told reporters on Wednesday.
"Everything that happened was a bit unexpected, we are considering every point of view."
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Widespread media reports have said Benitez is in the process of being removed after just six months in charge of the European and Italian champions given his injury-hit side's poor domestic form and Saturday's shock outburst about a lack of signings.
Moratti said the comments were "inappropriate", sparking speculation Benitez had been sacked but Inter have made no official comment amid reports they are struggling to agree a severance package despite the coach having only a two-year deal.
Former AC Milan coach Leonardo, who left Inter's city rivals after just one season in management in May, has been made favourite by bookmakers to succeed Benitez after Zenit St Petersburg said their boss Luciano Spalletti was staying.
"I haven't had a way of talking to any other coach. I haven't met Leonardo," Moratti added.
"Me and Moratti have known each other for years," Leonardo said. "Never say never."
