I've solved it, but I'm interested to see if there is another way, because mine is computer assisted. Using the fact that if $p \mid n$ then $ p-1 \mid \phi(n) $, I find the set of divisors for 123456789: $$1,3, 9, 3607, 3803, 10821, 11409, 32463, 34227, 13717421, 41152263, 123456789$$ From this set only $1+1$ is prime, so $n = 2^a$. But $\phi( 2^a ) = 2^{a-1}$, but $123456789$ is not even, therefore such $n$ does not exist.
I used a script to find the divisors, I'm wondering if there is a not too complicated way to get the same result without "external" help. Thanks!
EDIT: Edited my proof, I forgot $\phi$ is not completely multiplicative.