The French striker admitted that Barca have the upper hand after the first leg but has insisted his side will travel to Camp Nou confident they can turn things around
The Santiago Bernabeu club face an uphill task to progress in the competition after suffering a 2-1 defeat at home in the first leg.
Benzema admitted that Madrid must improve in order to secure a positive result in the return game at Camp Nou but refused to throw in the towel.
"It is true that if you look at the last matches [against Barca], [Wednesday's defeat] was more of the same," he told RMC.
"We had a great first half, but then we suffered a goal from a set-piece, which really hurt us, before conceding again.
"We are very disappointed but it is not over. We are going to Barcelona to win. There is no choice if we want to go through.
"We must always believe in ourselves, even though we know it will be very hard. We are also a big team."