"There, I suppose, is the prospect of history repeating itself with us going for a European final when we are not in the title race (as in 2005)," Benitez told liverpoolfc.tv. "But I would prefer not to think that far ahead, I always say 'one game at a time' and never has that phrase been more appropriate.
"We have made it very difficult for Inter now, two goals and a clean sheet. But they have a lot of good players and we will need to show plenty of respect and approach the game with confidence, but no complacency.
"The victory was important for the club. We needed to play well for our own people, and the attitude of the players was very good. The whole night was really important for everyone at Liverpool.
"Everyone knew we needed to perform well, that was really the point after so much had been said about us. I have always had confidence in the team. If we can play like we did against Inter over and over again, it will be good and we will win a lot of games. I know what people were saying (about me). But as a professional you must be ready for every game, to prepare for every game the best you can and with the same ideas.
"You must concentrate, analyse everything, but above all be professional and do your job as best you can whatever the circumstances. Maybe the 'dressing room' felt the need to prove people wrong. But their attitude was no different really to plenty of other games.
"Some games we have played well and not won. The difference this season is that we have not been scoring enough goals even when we are well on top, and we have conceded goals too easily at times.
"That is why the confidence goes and you cannot win games in those situations."
He added: "This lead now is a big boost. We have confidence, because Inter are at the moment the best in Europe. They are top in Italy and have now lost just two games all season.
"If you can beat teams like that and play well, it gives us a high level of confidence in the squad. Now we have another important league game at the weekend at home to Middlesbrough. What we need to be is more consistent now.
"We must also accept that if we cannot score when we have clear chances we must keep going, keep working and make sure we do not concede a goal instead. We were aiming for a clean sheet, and two goals makes it better still.
"We will go to Milan with confidence but they are really good so we will not be over-confident. You could see the quality of Inter's players. And just look at their bench, they had (Patrick) Vieira, (Hernan) Crespo, (Luis) Figo plus very good defenders like (Nicolas) Burdisso.
"That is the sort of quality you are up against, that is why they will be very difficult in Milan."