The manager said he is "angry" following the Partenopei's 3-1 loss to Borussia Dortmund but insists they have been unlucky to face a series of quality opponents.
Marco Reus opened the scoring from the penalty spot before Henrikh Mkhitaryan doubled the lead in a scything counterattack, though Lorenzo Insigne pulled back the deficit to one goal not long afterward.
Pierre-Emerick Aubameyang eased tension at Signal Iduna Park with a BVB third late in the game though and, despite his side sitting third in Group F and facing a mountain to climb to reach the next round, Benitez insists his players have been unlucky to face a series of challenging opponents.
"The penalty changed everything," the Spaniard told reporters after the clash. "There was character and intensity - we're on the right path for the future. The problem isn't our defense, it's the teams we have played against, teams that are very strong. Juventus have been the strongest team in Italy for the last two years and Borussia Dortmund are vice-champions of Europe.
"I never tire of saying it but Borussia Dortmund were runners-up in the competition last season. Our group is tough, there's also Arsenal who are atop of the standings in the Premier League, the hardest one in the world. Of course I'm angry, but I have to send a clear message to the team. The road is the right one, today we have seen the character. Now we need to improve on the mistakes made at these levels. You have to work to grow."
The Partenopei face the Gunners at the San Paolo in the group stage finale and must win to have any hopes of reaching the last 16.