Ryan Bertrand was adjudged to have held back Steaua's Raul Rusescu in the 35th minute, the striker's burying of the resulting spot kick proving the difference as the Blues lost 1-0.
"I think it was very soft," Benitez told ESPN. "To give a penalty in this situation, especially when you have so many referees and officials on the field, it was a soft penalty given the situation."
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"It was a difficult game, we conceded and it was good for them," he continued. "The pitch was not the best but we're disappointed because we conceded from a soft penalty and we had some good chances but their goalkeeper made one or two good saves.
"It was difficult because the opposition were well organised but our goalkeeper was not making any saves, so we're a little bit disappointed because we couldn't score and now we have to at Stamford Bridge."
However, Benitez is hopeful that his side can still reach the quarter-finals, adding: "It was always going to be difficult because they are quite organised and they play hard but things should be better in the second leg at Stamford Bridge.
"This was not a good game. We have to win at home and everybody knows that we have to push to be better."