The Magpies made a positive start to the 2017-18 campaign, but five defeats in their last six matches has seen the team slip into 16th position in the Premier League table.
Next up for Newcastle is a trip to Arsenal on Saturday, and Benitez has called on his side to "stay calm and keep going" as they look to avoid sliding into the relegation zone.
"The main thing is to analyse what is going on and then find solutions. In the last few games Leicester is a good team and they have shown the other what they can do when they play away," Benitez told reporters.
"The way we conceded and own goal with five minutes to go is always disappointing. The next game we made a mistake against a team we were controlling – we lost with one mistake – in both game they were wasting time and managing the game in a way we learn how to do it if we want to get results.
"With these two games we have to be disappointed because you are so close – when you are doing things right it is a pity. The way to move forward is to start winning but it is easy to say than to do – you have to stay calm and keep going and try to avoid mistakes we are making at the moment."
Laurent Koscielny scored the only goal of the match when Newcastle last visited Arsenal in the Premier League, with that fixture taking place in January 2016.