The Blues have travelled to Romania for the first leg of their last-16 tie, before their attention switches to the crunch match at Old Trafford, where they will continue the defence of their FA Cup crown.
Benitez refused to rank one competition above another, but said that tonight's match is his first priority.
"I think it's clear that we will try to progress in every competition, and that the next game is always the most important game," Benitez told reporters. "Now, we are here to play in the Europa League and we will try to win, then on Sunday we will be at Old Trafford.
"Obviously, as a manager you have to think about both, but the priority at the moment is this one. Afterwards, we will think about United, but the main thing for us is to progress in this competition at the moment.
"This is another trophy that we have to compete for and these players are good professionals, who want to win."
Chelsea have won the FA Cup four out of the last six years.