"We started very badly, they scored two goals and everything changed," Benitez told Sky Sport Italia.
"We lost our confidence, the second half was a bit better, but it's tough to come back from 2-0 against Arsenal in the Champions League.
"Clearly when you buy a player of Higuain's level, you cannot have another on his level. We tried a few other things, tried to play ball to feet, but we didn't have much chance to test it out because there wasn't any space.
"It was a possibility to lose here. Now we have to concentrate on the next game."
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