Benitez endured a frustrating evening

"We started well, made chances and then made a bad mistake and conceded a goal. After that, the game changed," he said.

"But I will not blame my strikers. Mistakes were made at the back and that is why we lost.

"How do I feel? Very disappointed. I had great confidence in my side and I know how much they wanted the trophy."

He added: "You could look at their faces beforehand and know they also believed they could win this time, but their faces after show their hurt.

For us to win 2-0 at Anfield is wonderful. What we have achieved is remarkable Benfica coach Ronald Koeman

"I told them that they had the best fans in the world behind them and they owed them a top-class performance.

"I cannot criticise their effort, and I will not criticise individual players because mistakes were made by the team."

Liverpool had gone close several times before Simao Sabrosa opened the scoring for Benfica.

It meant Liverpool needed three goals to go through but they were unable to get a break in front of goal.

Benitez said: "If you analyse the game you can see the chances we made.

"In the second half we tried to go forward and they played good counter-attacking football.

"We can beat teams but you need to score before them. Now we have two competitions and we need to keep going."

Benfica boss Ronald Koeman felt his side deserved to go through after they survived the opening half hour.

"In the first 30 minutes they played well and we didn't play well," he said.

"They had two or three good chances to score but after that you saw less confidence and after that we scored a fabulous goal.

"In the second half it was easy but you need to be lucky. If you are not you cannot beat a team like Liverpool.

"We can still cause more surprises with big teams but maybe now the rest of the teams will be a bit more attentive of Benfica.