The Serie A outfit were two goals down after just 15 minutes of the Group F encounter at the Emirates Stadium, as the Spaniard was consigned to a first professional loss as Partenopei coach.
Arsenal's record signing Mesut Ozil scored the first with a sublime side-footed effort after eight minutes, before then providing for Olivier Giroud to tap home the second.
And Benitez was disappointed with his team for losing focus, despite warning his squad of Arsenal's threat before the game.
"We started very badly," the former Liverpool boss told reporters after the game. "When you are 2-0 down early in the game against opponents like Arsenal everything becomes very difficult.
"We played a bit better in the second half but it was difficult to come back. We knew it was a tough game against Arsenal but we still think we can say a word in this group.
"I had told the players to be focused from the start because I was expecting Arsenal to start at full pace – but we still conceded twice.
"We made a few mistakes tonight, I'm not sure if we lacked experience but when you make mistakes at this level you certainly pay for them."
Napoli were without Arsenal's transfer-window target Gonzalo Higuain, as the striker was ruled out with a calf injury.
And Benitez conceded that his absence may have played a part in the loss, adding: "Higuain is a very important player for us, we tried a couple of different solutions to cope without him but didn't manage to score."