Despite having hit the woodwork on three occasions and creating numerous opportunities throughout the 90 minutes, they only have a 1-0 advantage ahead of the second leg in Portugal on Thursday night.
They will be hoping that the encounter doesn't end the same way it did when they last made the trip to face Benfica back in 1975 when they slumped to a 7-0 defeat.
Meanwhile, hosting Benfica do not have any suspension worries, although striker Rui Fonte will be absent with a knee injury.
Fenerbahce are yet to lose in six away matches in this season's competition, while Benfica are unbeaten in 13 home games over three UEFA Europa League campaigns, winning 12 of them.
Possible starting lineups
Benfica: Moraes; Garay, Pereira, Melgarejo, Jardel; Aimar, Matic, Salvio, Gomes; Cardozo, John
Fenerbahce: Demirel; Yobo, Ziegler, Korkmaz, Gonul; Raul Meireles, Sahin, Baroni, Krasic; Kuyt, Sow
Sports Mole says: 2-1