The France international is optimistic about his side's chances of making it to Lisbon in the wake of their 1-0 win over Bayern
The Bundesliga champions dominated the majority of possession in the Spanish capital, but failed to beat Iker Casillas, meaning Benzema's first half goal made the difference for the hosts.
"The return leg is going to be just as difficult as tonight. Having said that, we are confident we can win," Benzema told Uefa's official website.
"It was a special night. Bayern are a great team but we played a very good game and we won. We were good going forward and in defence.
"We grouped together and broke out to attack like always. It was especially important that we play that way against Bayern.
"We had three brilliant chances in the first half and while they had just one. The important thing was for us to win and now we will look to continue in this form for the second-leg."
The return will take place at the Allianz Arena on April 29.