The 24-year-old winger is currently away on international duty at the African Cup of Nations, but told Bennett he was aware of the rumours.
Gradel scored 24 times in 73 appearances for The Whites and admitted he still has a lot of the love for the club. However, the Ivory Coast star said he was enjoying life in France and hoped to one day play in the UEFA Champions League.
Elsewhere, Luciano Becchio looks to be edging ever closer to the Elland Road exit door with clubs from Turkey and China rumoured to be leading the chase. Leeds are believed to be looking for a fee somewhere in the region of £2.5m.