The Nerrazzuri fell behind by two goals but managed to pull one back in the second half, however Hernanes' free kick at the death sealed the win for Lazio.
Despite the loss Benitez was satisfied with his team's performance in the second half.
"I am pleased with the response of my team in the second half. We played better than in the first period," he told Sky Italia after the match.
"To see the guys trying to score was the only good thing. They played well, but it all went wrong. It was not easy to think about this challenge with the Club World Cup around the corner, but the team worked well although I must admit that trying to create chances in attack was tough.
"Without Eto'o and Milito it becomes more difficult.
"It certainly was hard to cope being two goals down, but in the second 45 minutes we responded, though perhaps it would have been better to score immediately, but we did not succeed," Benitez concluded.
The loss leaves Inter seven points behind Lazio and Milan, but their city rivals can increase their lead with a positive result against Brescia on Saturday evening.