The Blues registered a 1-0 away victory in the Europa League, and the Spaniard has continued to back striker Fernando Torres, despite scoring only once in 13 games
Oscar rescued the Blues with a last-minute goal, but Benitez lamented his sides profligacy in front of goal for most of the tie.
He told reporters: "Eighteen attempts away is not bad, but we have to be more clinical in attack.
"The first 20 minutes we were in control. We had some half-chances; it was a cross, we weren't there. We were in control.
"After this 20 minutes they were pushing and pushing. The team, as a team, had problems defending.
"We changed a little bit in the second half. I think the concentration of the team was much better, the intensity in defence was much better and then we had more control."
Benitez also backed Fernando Torres, despite the Chelsea No.9 having scored just once in his last 13 games, and wants his side to press home their dominance in the return leg at Stamford Bridge.
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He continued: "We have to create more opportunities and the strikers will score more goals.
"His work rate was really good and thanks to him the rest of the team, especially the second line of offensive players, they could create.
"His job was to push and run and keep their defenders deep so he could create space for the other players.
"Everybody expects from a striker just to score goals, but he's doing also a great job for the team.
"We have scored the away goal and we have to finish the job at home. We know it will not be easy.
"That is the competition that we have to play now. It's a European competition and they [the players] have to realise it's an opportunity to win a trophy.
"I'm sure if we can progress they will see the option and hopefully we can keep the team playing well and winning games, until the end [final]."