This morning Bennett said that Ross' story about the donation was dubious.
"It sounds like he's taken a donation and I'm not sure what he's done with it. He knows electoral law very well. He is used to fundraising and getting big money," she told Newstalk ZB's Mike Hosking.
"If he has put something in ... inappropriately, we can't be responsible for something that he's done. But Simon has not filed any false election donations."
Ross has released photos of Bridges with Zhang at a private dinner on May 14, which he also attended, as well as photos from a May 21 fundraiser where he says the $100,000 donation was offered.
Bennett confirmed that Bridges and Zhang had dined, but was unsure whether they had discussed a donation.
"They definitely have met and they definitely talked. Now we need to understand what happened from that," she told Radio NZ.
"I'm pretty sure that Zhang wanted to support the National Party. I'm trying to remember if [that information came] from Simon or from Jami-lee."
National Party president Peter Goodfellow yesterday said the party had found no proof of Ross' allegations, which he called "inconsistent with the donor information we have to date, including information previously supplied by Mr Ross".
Goodfellow also invited Ross to lay a police complaint.
Massey Law Professor Chris Gallivan told Newstalk ZB that a party or candidate could not hide a large donation merely by splitting it up into smaller amounts.
"For the purposes of the return, you've got to add all those up and say, 'This is the total amount that's come from this person'."
"Even if, on the face of it, it actually is a donation that came to Ross, as opposed to Bridges, one could say there was aiding or abetting or procuring."
He said it was a corrupt practice to intentionally file a false return, which would lead to an MP being ejected from Parliament.
Bennett said the whole saga - including accusations of inappropriate behaviour from a married MP - had been a shock, as Ross had gone from being a trusted member of the caucus to "someone who's shown insane disloyalty".
"He's told so many lies that he's struggling to know what the truth is.
"He was a trusted confidante, he was a colleague. It's a shock. It's hard to comprehend, to be honest."
Ross has quit the party and will stand down from his Botany seat on Friday, forcing a byelection where he will stand as an independent candidate.
National MP Maggie Barry told Newstalk ZB the caucus was happy to see the back of Ross.
"Frankly nobody is interested in him anymore and we are glad to see him gone."
She said the party was in good shape and moving on.
"We had pizza and a few bevvies in the caucus room and the feeling was lighthearted and relieved."