West Ham United left that late.
Benrahma joins West Ham on loan with an obligation to buy.
The loan fee is £5 million before West Ham part with another £20 million, plus £5 million in add-ons at the end of the season to make the move permanent, according to The Guardian's Jacob Steinberg.
Benrahma's switch was reportedly complicated by issues with his medical, but West Ham pressed on with the transfer as the deadline loomed.
"I play football to enjoy myself first and foremost, but it's always enjoyable to know you're joining the most-watched league in the world. So, I'm definitely looking forward to showing what I can do," Benrahma said.
The 25-year-old will wear No. 9 for West Ham after scoring 30 goals and assisting 27 times over two seasons with Brentford.
"He is a player who has had a lot of recognition for his performances with Brentford in the Championship. There has been a lot of interest shown in him so we are very pleased that he has decided to join us," manager David Moyes said. "We have been looking to bring in players who are hungry and determined to progress and get better.
"Said is an exciting talent with a lot of ability and the right qualities, who will complement the other attacking players we have at the club."