Despite thrashing Nordsjaelland in their final Champions League game, the Europa League now awaits the west Londoners, whose manager Benitez collected his first win since replacing Roberto di Matteo.
"Can we change the result of the other game? No," the Spaniard said. "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."