The Spurs boss was pleased despite his side's failure to progress and takes another jab at his Benfica counterpart, who will be able "to wave his fingers at a few more managers"
The injury-hit visitors lost the last-16 tie after a 2-2 draw on the night but were at one stage within a goal of forcing extra-time, with Sherwood believing that the Londoners should have been awarded a penalty when Luisao appeared to bring down Harry Kane.
The Spurs boss clashed with his opoosite number in the first leg at White Hart Lane, declaring before the match in Lisbon that he had "no respect" for the Portuguese, and joked that Jesus could "wave his fingers at a few more managers" after qualifying for the next round.
"We had them where we wanted them," Sherwood told the press after the game. "We had them running scared. "It was good to see their manager sweating as much as he was. I didn't see a suave character on the sidelines, I saw someone who was really flustered.
"I don't know if he had respect for me as a manager or a person. It doesn't matter if you're a football manager or a man in the street, I think you should show respect.
"Congratulations to him. He's going to have a chance to wave his fingers at a few more managers in this competition.
"Harry got touched in the back, he's entitled to go down," he added of the penalty incident. "Luisao hit him in the back and it's a penalty.
Tottenham fell behind to Ezequiel Garay's first-half header but came back into the tie after Nacer Chadli equalized on the night in the 78th minute before putting his side ahead a minute later.
Spurs pushed for an aggregate equalizer and, in addition to the penalty shout, Kane came close with a header before Benfica substitute Lima sealed the result from the penalty spot with the last kick of the game.
Sherwood criticized his players' attitude after their 4-0 Premier League defeat at Chelsea earlier in March and the Tottenham boss believes that the performance in Lisbon proved that he has the backing of the squad amid continuing talk that the north London club could appoint Louis van Gaal in the summer.
"It's evident the players are on my side and on the side of the club," he remarked. "They're fighting for the cause, my little rant has done them no harm. They've shown real guts and character.
"No-one's going to want to be playing Tottenham when they see what we can actually do when we perform well.
"The 3,000 travelling fans from London must be proud of what they saw tonight. The boys are very proud of what the fans have done for them tonight, they stuck by them."