Early goals from Mesut Ozil and Olivier Giroud sealed the second Group F tie in the Gunners' favour, and Benitez feels that his team struggled to gain a foothold after their opponents raced into a two-goal lead after 16 minutes.
"We lost our confidence, the second half was a bit better, but it's tough to come back from 2-0 against Arsenal in the Champions League," Benitez told Sky Sport Italia.
"I can guarantee we told the players the opening 20 minutes would be very fiery. We knew they'd come out at us with pace, but these two goals made the difference.
"We made mistakes, I don't know if they were down to inexperience or what, but you pay for mistakes at this level."
Arsenal have now won back-to-back games in their group.