Dirk Kuyt equalised on the night to put the Turkish side 2-1 up but Benfica eventually won 3-1 to take the tie 3-2, which left Sow bitterly disappointed at the final whistle.
"It's a huge disappointment," he told UEFA.com. "Tonight, I think we deserved better. We were up against a great Benfica team and we knew it would be really, really hard. We're all sad to have not reached the final but we hope this will lead to more good things in the future.
"At 1-1, we were dreaming of a lot of things. They needed two to qualify, but we dropped deep and we knew it would be like that against a Benfica team that are very good going forward. We saw that this evening.
"They played very well, and it's a pity for us. We could look back on the first game where we could have given ourselves some space with the chances that hit the post but that's football, and that's destiny."
Benfica move on to face Chelsea in the final.