Chesea 6 Nordsjaelland 1
The defending champions did all they could by beating FC Nordsjaelland 6-1 at Stamford Bridge, but their efforts proved futile as Juventus' victory at Shakhtar Donetsk condemned them to third place in Group E.
The Europa League now awaits the west Londoners, despite Benitez collected his first win since being appointed as interim manager at Stamford Bridge.
"Can we change the result of the other game? No," he said afterwards.
"Can we change the situation? No. So we have to think about what we can change, which is improving and be ready for the next challenge.
"The game was out of our hands. I said before that we had to do our job and, as a manager, you have to be really pleased with the performance of the team.
"There were 32 attempts, 18 on target, six goals, a lot of clear chances, so you have to think about the positives after this performance.
"You also have to be really disappointed because you cannot progress in the Champions League.
"You ask me if I will take the Europa League seriously; every competition is important for us so we will try to do our best and win if we can."
For many the Europa League is seen as an unwanted distraction, which can disrupt domestic form and offers little financial reward.
"The Europa League is not important if you don't win," Benitez said.
"When you are in the semi-final or the final, everyone wants to win it.
"We know that it is an important competition and we want to go as far as we can and if we can win the competition, we will try to do that."
However, that would be scant reward for a Chelsea side that were lifting the Champions League just seven months ago.
Benitez was not at the helm for the first five Group E matches but was proud of the way his players stepped up to the mark in a late attempt to make amends.
"They knew we had to win and for me the performance reflected that," he added. "They were so good today and said 'We have to do our job'.
"They took that responsibility and did really well. You can't go back and change things and the only thing they could do was improve, prepare properly and win."
Fernando Torres ended his goal drought with a brace against the Danes on a night that saw two penalty misses.
David Luiz eventually gave Chelsea the lead from the penalty spot in the 38th minute before Fernando Torres doubled the hosts' advantage in first-half stoppage time.
Joshua John pulled a goal back within 30 seconds in the second half but further goals from Torres, Gary Cahill, Juan Mata and substitute Oscar gave Chelsea a one-sided victory.
Benitez was quick to praise Torres' performance.
"I said before that if we created chances, he would score goals," he said.
"I saw him sharper in training yesterday, a bit more confidence, and he was fine today. The rest of the team helped.
"We played good football with intensity to the end, we were still attacking and creating chances."
While Chelsea were left to reflect on what could have been, Nordsjaelland saw their first dalliance with the Champions League come to a disappointing end.
The Danish champions took just one point from the 18 available and conceded 22 goals, equalling the group-stage record set by Dinamo Zagreb last season.
Asked what Nordsjaelland took from their Champions League experience, manager Kasper Hjulmand said: "A lot of beatings.
"We knew when we entered this tournament that we were in a difficult group, first of all.
"We're a club that has only existed for 10 years. We've done a great job in our own league, we won the championship last year.
"Just to put it into perspective, we've spent around £1 million (Dh5.9m) altogether on the squad so compare that to what we're up against.
"We were up against very, very good teams but I think we had good spells in every match.
"We had some very good minutes in most of the matches, where we saw that some of things we are doing everyday are at a high level.
"Then again, we lack things to be able to compete at this level. We have now seen what it takes and we'll use that experience. We'll do everything we can to get back here. Now we have a goal to look at every day."
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