The match ended in a 1-0 victory to Chelsea after a goal by midfielder Joe Cole.
Benitez said: “We were giving them too many chances on the counter-attack, but we did a lot better in the second half.
“Petr Crouch came on and held the ball up well. Petr Cech made a fantastic save from Steven Gerrard.
“We will get at them in the second leg. We need to score. We will see.”