The result has left them third, 16 points behind their fierce rivals and even behind Atletico Madrid.
However, Benzema has said that he and his teammates will "fight to the end" to achieve success in other competitions.
"We can play better," Benzema told Marca. "We're disappointed. We have to fight to the end in the league, even though it is very difficult [to win the league].
"We have to stick together. We have the same objective and we're not going to throw in the towel. There's a long way to go.
"We all want to win titles. We are still in the Champions League, which is a special competition, and have the second leg of the cup against Barcelona."
Real face Manchester United in the knockout stage of the Champions League.