Despite earning a 2-2 draw in Portugal, Spurs were beaten 5-3 on aggregate by Benfica as their hopes of reaching the quarter-finals of the competition ended in disappointment at the Estadio da Luz.
Sherwood, who clashed with Jesus in the first leg a week ago, admitted that he took pleasure in seeing Benfica's manager look concerned when Spurs took a 2-1 lead late on.
"We had them where we wanted them. We had them running scared. It was good to see their manager sweating as much as he was," Sherwood told reporters. "I didn't see a suave character on the sidelines, I saw someone who was really flustered.
"I don't know if he had respect for me as a manager or a person. It doesn't matter if you're a football manager or a man in the street, I think you should show respect. Congratulations to him."
Spurs return to action on Sunday against Southampton.