Sissoko, 23, believes Newcastle can beat any side left in the competition despite their Premier League struggles.
The French midfielder admitted: “Benfica are a great team. Year in, year out, they finish first or second in the Portuguese league and are regulars in the Champions League.
“They have some quality players and it will be a very difficult match for us.
“I am well aware of the history of the club but in football anything is possible. We are going to go over there without too much pressure because of their great qualities.
“We must concentrate on our own game and play to our strengths. As a player you want to be involved at European level – especially in the later stages of a competition.
“The competition gets really interesting when it’s down to its closing stages.
“It’s exciting for all of us and we want to do as well as we can.
“There are some great teams left but we are capable of beating any of them.”