The point took Wigan out of the bottom three, but virtually ended Liverpool's fading hopes of making a serious challenge for the title.
"We created chances, but we needed to take them. Wigan defended and used the long ball, it got them their goal, I am really disappointed.
"It is clear that the gap for us now at the top is bigger, but I keep saying we must concentrate on one game and not look at the table and make ourselves nervous.
"If you keep thinking about the points difference you will play with more pressure. We must create chances, score goals and then wait to see what the situation is.
"It is always more difficult playing catch-up, but especially when you know you are creating chances but you cannot score the second goal to kill the game.''
For Wigan boss Steve Bruce it was another crucial point as he tries to haul his new club away from the drop.
Bruce has never lost a league match to Benitez, and has now seen his former club Birmingham and his new club Wigan achieve draws at Anfield this season.
He said: "The discipline of the team was spot-on, the game plan worked well but all credit to the players because they have belief and confidence back, which was good to see.
"I knew the job was going to be hard when I took over, we were only two points ahead of Derby, so you have to bring some belief in and make them feel they can get out of it.
"But when you come to Liverpool you need some b******* about you and show you are not going to be frightened, and they did just that.
"You must enjoy the occasions because these are the nights you remember playing against the big teams. It is Wigan's first point against the big four clubs, so that is very enjoyable.
"When they scored we had to hang in there, it couldn't have come at a worse time, but the longer the game went on the more comfortable we were.
"If we keep producing like that, who knows how far we can go. Since I took over we have played five of the top 10 teams, and we have amassed a few points to get ourselves out of the relegation zone."