This section is about the question of whether intentionality is depending on consciousness, that is, about the question of whether only conscious states can be intentional. My answer will be: No, intentionality is not depending on consciousness.
Franz Brentano regarded intentionality as a feature of psychological phenomena, but not of physical phenomena. He did not differentiate between the conscious and the unconscious. In the contemporary philosophical discussion, the relationship between the mental and the physical is of interest, and a crucial feature of mental states is that they are conscious. It is consciousness which makes it so difficult to understand how the mind can be a part of the physical world.
By contrast, unconscious psychological states (if this term makes sense) can simply be taken as states of the brain, that is, as physical states. Accordingly, unconscious intentional psychological states (if they exist) could be taken as intentional states of the brain. This, however, would mean that – other than Brentano proposed – also some physical states can be intentional. Below I defend the position that such unconscious intentional states really exist: unconscious states (probably of the brain) which are about something.
Assume, for example, John loves Mary. If so, we will assume that he loves her not only when he is just aware of this feeling, and not only when he is just sees or hears Mary, or when he is just thinking of her. We will rather assume that he loves her also when she is absent, and when he does not think of her but is focused on other things, that is, when the feeling of love is not present in his consciousness. We will assume the feeling is kept – formerly, one said: in his heart. Today, we rather assume it is kept in his brain as a memory trace, as an engram, as a change in some synapses, or whatever – anyway in a subtle change in John’s brain structure . Since this structural change has to do with Mary and with John’s love for her, we must say: This physical structure has an intentional content.
Many similar examples can be alleged: Assume Peter believes that UFOs do exist. In this case as well, we will assume that he has this belief permanently and not only when he sights an UFO or when he thinks of UFOs. In this case as well, we can assume that Peter’s belief is kept in his brain also in times when it is not present in his consciousness – an intentional content stored in a physical structure.
At this point, I should explain the term ‘intentional content’: When analyzing a mental state, we can distinguish between the kind of the mental state (perception, thought, desire, love, hate, etc.) on one hand and the intentional object (what is perceived, thought about, loved, etc.) on the other hand . When we now ask: What is stored in John’s or Peter’s brain, when the love for Mary or the belief in UFOs, respectively, is just not present in consciousness? It cannot only be the memory of Mary or of UFOs, but also the emotional or conceptional associations which constitute love for someone or belief in something. That together is what I refer to as intentional content. Thus, intentional content is not only the intentional object, but includes the kind of the mental state.
A further example: a ‘memory trace’ (let us simply call it so) in my brain caused by a visual perception, e.g., the perception of a face. This physical structure in my brain is about something – about that face – and is therefore intentional. What does it mean that the face has been stored in my brain structure, and that, as a result, I am able to remenber it, to evoke it in my imagination, and to recognize this person when I meet him or her after a while? Like the examples above, it suggests (1) that intentionality is independent of consciousness, and – provided memories are stored by changes in the neuronal structure – (2) that physical phenomena can have an intentional content.
Probably, Brentano would not agree at least with the second position, because he attempted to strictly divorce between the mental and the physical, but not to search for what is common to both. Regarding the precondition of (2), we must consider that memories as well as other mental phenomena are accessible from one’s internal perspective only, that is, someone else cannot objectively observe my memories. Therefore, the hypothesis memories are stored in the brain by changes in the neuronal structure may hardly be provable in a strict sense, but there is growing evidence supporting it. Takeuchi, Duszkiewicz, and Morris (2014) give an overview of the state of research and summarize:
“Evidence derived using optical imaging, molecular-genetic and optogenetic techniques in conjunction with appropriate behavioural analyses continues to offer support for the idea that changing the strength of connections between neurons is one of the major mechanisms by which engrams are stored in the brain.” 
My position that mental states are probably depending on physical states of the brain is a metaphysical assumption of the same kind as the position that my conscious perceptions (mental states) are probably depending on physical states of the real world outside my mind.
There seems to be a ‘symmetric inaccessibility’: I cannot actually ‘look out of my mind’ (all what I experience is in my mind), and nobody from outside can look into my mind. I cannot know (in a strict sense) whether there is anything outside my mind, and nobody from outside (if there is anyone) can ever know (in a strict sense) whether a conscious mind exists in my skull.
Even if it sounds odd: From the perspective of the mind, brain states are part of the external, physical world. We can visually observe brain states – in principle even our own ones – by means of technical devices (e.g., brain imaging scanner) just as we can, by means of technical devices, visually observe states, for example, in cell nuclei or in far cosmic regions. We observe both, the ‘world outside’ and states in the brain from the same perspective. Just as I cannot claim that the ‘world outside’ and my perceptions are identical, so I can also not claim that my brain states and my mental states are identical. I can’t know both.
However, I think it is reasonable to assume that the world outside my mind really exists, and that it is the basis of my experience. Likewise, I think it is reasonable to assume that my brain states are the basis of my mental states. Both are metaphysical assumptions. They are not testable: We cannot prove the existence of the objective world, and we cannot prove whether someone or something has or has not any mental states.
The latter – the non-testability of the existence or non-existence of mental states – is true even if we presuppose the objective world to exist. Scientists often do this in a ‘naive’ (common sense) realism, just as not a few neuroscientists ‘naively’ presuppose brain states being the basis of mental states. Both, as I said above, are metaphysical assumptions, but they are reasonable because they proved fruitful for the quest for knowledge.