The Toffees have now lost five of their last six matches and the travelling support was vocal as Benitez's players consoled them after the game.
"We can understand the frustration of the fans but we are also frustrated," Benitez said after watching his team lose for the fifth time in six matches.
"Today you cannot complain about the effort and intensity the players put in. They try until the end, we had a lot of crosses and shots, so you cannot complain about the effort but you can be disappointed because obviously we do not want to lose."
"We didn't deserve to lose but the reality is the team is giving everything on the pitch and you can see the togetherness of the players," the 61-year-old said.
"If we consider what we did at the beginning of the season, we saw enough quality to know we can be doing much better.
"But even the games we draw (against Manchester United and Tottenham), the team was doing enough to get more from these games.
"It is a question of confidence, missing players, but you could see what we were capable of doing at the beginning of the season. When we have everyone available, I am confident we will do it again."
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