Having been knocked out of the Champions League in the group stages earlier this season, the Blues travel to Sparta Prague in the last 32 of the Europa League later this week.
Benitez insists that his side need to concentrate ahead of the tie's first leg in the Czech Republic.
"In terms of flights and games it's like the Champions League, in terms of mentality, the first thought is 'hmm, it's different'," said Benitez. "But if you see the teams that are in the Europa League, you will see it could be quite difficult.
"They must realise it's Europe and concentrate 100%. I'm expecting that they will be focused.
"We will have to start thinking of it as a great competition, with good teams and we will try to do our best."
Chelsea travel to face Sparta Prague on Thursday.