The 44-year-old is confident his team can progress past the Portuguese champions, while defender Giorgio Chiellini stressed the importance of keeping a clean sheet
The Bianconeri head into Thursday's second-leg looking to overturn a 2-1 deficit and set up a showdown with either Valencia or Sevilla.
Conte is sure his side can get the better of the recently-crowned Portuguese champions, arguing that they deserved more from last week's trip to Lisbon.
"We know what we need to do. I'm very confident," he told reporters. "I know we'll have Juventus Stadium behind us.
"The word 'fear' isn't part of our vocabulary. We know we deserve to be in a European semi; it's an exciting moment.
"We deserve to be in a semi-final; it's a great moment for us and we're enjoying it. Our fans deserve it.
"I don’t rank games in terms of their importance. We have the objective of winning every encounter we’re involved in.
"Benfica played very much on the counterattack in the first leg and we need to watch out for this on Thursday night.
"The result from the first leg doesn't tell the true story, but we know we're up against a strong side.
"I think we put in a fine display in Lisbon. It’s not easy, particularly psychologically, when you concede after two minutes.
"I think there was only one team in it during the second half that could have, with greater precision, scored more."
Conte added that star striker Carlos Tevez, who bagged Juve's crucial away goal at the Estadio da Luz, is likely to start Thursday's game, but wouldn't say if Arturo Vidal will be fit enough to feature.
"Tevez is an extraordinary player who has brought us personality and charisma," the 44-year-old trainer enthused. "When things start to heat up, he needs to play.
"Vidal has trained today [Wednesday], you'll find out whether he'll be in the starting line-up or on the bench tomorrow."
Defender Giorgio Chiellini says he is "convinced" the Bianconeri can progress beyond Benfica, but admitted that they cannot afford to concede a goal.
"We’re solely focused on tomorrow’s game," he said, dismissing the suggestion that they could be distracted by the prospect of clinching a third successive Serie A title this weekend.
"It will be difficult but we want to win. I can’t wait to be involved in such a magical night. It will be fundamental for us to keep a clean sheet.
"I’m convinced we have what it takes to score, but we’ll need to try and cut out the errors made in the first leg.
"We can keep living the dream of playing the Europa League final in Turin."