"It is a big difference to come here with a 1-0 lead instead of 1-1," said Benitez. "Chelsea are a good team and in the first half they were really good. There are two good teams in the final.
"When we scored I was really pleased and thought we could progress. Now I need to think about the future. I am proud of my team.
"We worked really hard until the end and the team kept going. I thought we deserved more, especially in the first game.
"The third goal almost killed the game. We had good chances and team was strong enough mentally and physically. We just ran out of time."