Benitez, who believes the Blues remain in the Premier League title race despite trailing leaders City by 13 points, predicts a change in fortunes soon.
"It's easier to lose in big games because you play against better teams. Normally in finals the other teams are good too," he said.
"It's just a question of time until we start winning games in a row. We are progressing and are going in the right direction, but we need to be more consistent.
"Winning is especially important for us because when you change the manager and have so many matches you have to win to breed confidence in the new methods. There's no problem with team spirit."