The Blues were beaten 1-0 in Yokohama and will now set their sights on the other four trophies they can win, starting with the Capital One Cup quarter-final against Leeds United on Wednesday night.
"We carry on trying to be strong, mentally," Benitez said.
"We'll have some [disappointed] hours after the defeat but, after that, we have to be ready.
"We had five trophies to win. Now we have four to challenge for.
"But still we have to improve and we know the way to do that."