The former Chelsea man pointed out that his side created a number of chances in the last-16 clash and said he is looking ahead to he return leg in Germany.
"We had some good chances but things didn't work out. Such days happen. We still have the second leg to come," he told BT Sport.
Former Fulham striker Konstantinos Mitroglou scored the only goal of the night for Benfica to give them a slender lead to take into the second leg.
The two sides will meet in Germany on March 8.