The Bianconeri boss felt his players dominated after conceding a third-minute goal and were merely punished for falling "asleep at the back" in the closing stages.
A late Lima goal saw the Portuguese champion triumph in Lisbon, after Carlos had cancelled out Ezequiel Garay's third-minute opener in what proved a tightly contested Europa League semifinal first-leg clash at the Estadio da Luz.
However, Conte was left to rue the final score after his side responded well to Ezequiel Garay's early goal but feels that his side did Italian football proud.
"There is great result for this unjust result," he told Sky Sport Italia. "The game didn't start in the best way, as we conceded a couple of minutes from a set play. However, after that we took control and allowed Benfica practically nothing.
"We felt from one moment to the next they would capitulate, but instead their goal arrived out of nowhere. It's a shame. At that moment we were pushing for a second but we fell alseep at the back.
"The semifinal is open and the Juventus Stadium can match the extraordinary atmosphere in Lisbon.
"This performance gives me confidence. We didn't come and play like a stereotypical Italian team, we attacked and kept up the tempo. We kept up the honor of Italian football tonight."