It's the first indication that investigations stemming from the ACC report into performance-enhancing drugs and organised crime in sport could go back over so many seasons.
Investigators from auditors Deloitte visited the Knights last week, and seven-times premiership coach Bennett said at a media conference on Tuesday that they checked on records as far back as seven years ago.
Bennett, who only took over as Knights coach for the 2012 season, said he has quizzed all staff and players and was confident the current Newcastle set-up have nothing to worry about.
"They want us to confess to something. I'm racking my head what we've got to confess to," said Bennett.
"I've been through the staff, I've checked with all the players.
"Whatever they're looking for, it hasn't happened in the past 18 months. So after that I've got no idea.
"The information we're getting when they arrived here last week looking for records ... they were certainly talking about other years as far back as 2005 perhaps.
"We've just got no idea. We've complied with everything they've asked for and we'll continue to do that.
"We've got nothing to hide, not since I've been here anyway."
Benett said the Knights, like the other six NRL clubs named in the report, are "still very much in the dark" as to how they are linked to the investigation.
The NRL's most successful coach said the process in which the ACC has handled the investigation has been frustrating, and emphasised that the Knights want the matter resolved as soon as possible.
"We're happy to be part of the inquiry. That's not worrying us at all and if there's issues we want to get them resolved," he said.
"But it's just the manner it's all been done and the way it's all been handled. It's created a fair bit of angst and frustration by everybody concerned, particularly at our club here anyway.
"Under the Hunter Sports regime there's nothing to hide here."
Penrith, Manly, Cronulla, North Queensland and Canberra have announced they've been advised they are other NRL clubs implicated in the ACC report and arre awaiting more information.