The Tigers had a two-goal lead, but a brace by Steven Gerrard secured a 2-2 draw.
“We are really disappointed because these are the sort of games we have to win. We conceded two goals and made two big mistakes,” Benitez told Sky Sports.
“After the two goals we had to react. The players were fantastic and the reaction was really good.
“For me it is a pity but you can say the same things, you have to score and you have to win.
“If you want to stay at the top of the table you have to win these games.”