Benitez knows he is never considered as an attacking coach.
He said: "Yes, I know people in Spain think that my teams do not attack, but look at this result and look at the 119 goals we scored last season. That says something different.
"We are ranked the number one club in Europe and a result like this against a great club like Real Madrid is very pleasing."
He added: "We played really well from beginning to the end, and I am really pleased for the fans.
"Why are we so good in Europe? I cam only say that we approach European games with confidence and in the right way.
"Torres and Gerrard played very well, but I do not like to talk about one or two players, everyone was very good, from the first to the last on the pitch.
"They were expecting us to play deep and play on the counter-attack, but we were on top of them right from the start and they never really recovered from that opening spell.
"The last five years this team has been very good in Europe, we have shown that continually. Our fans appreciate that and understand what we have achieved."