Benitez was taking nothing for granted ahead of a final Chelsea will also be expected to win.
"You can never be confident when you play a final, because anything can happen," he said. "We have a good team and some experience too, but we need to win against any team.
"Corinthians will be tough, difficult, and Brazilian teams are good teams.
"We are ready and can do it, but we need to play the game."
He added: "I don't like to talk too much about what it means to win."