Reflecting on last week's first-leg, Benitez said: "When I put the video on I saw that we have nothing to fear at Chelsea.
"It's clear we played better than them - and that means we can do it again.
"It was only the excellence of Petr Cech - and the mistake - that stopped us winning well.
"Clearly Chelsea were lucky. If we repeat that display then we have a very good chance."