The stalemate marked the on-loan Schalke midfielder's Toon debut.
Bentaleb told nufc.co.uk: "We're a little bit gutted by the result but, at the end of the day, we managed to not lose. We have a replay where we can show much more quality. We expected a tough game and that's what Oxford brought to the table.
"It's disappointing because we had a lot of chances and knew we could win this game. We had enough chances to kill the game but some days, you have games like this where the ball just doesn't go into the net.
"We knew it wasn't going to be an easy game and we now have to recover, focus on Norwich and after that, we can speak about going to Oxford.
"I think it was important that we didn't concede. We stayed strong defensively to keep a clean sheet but we have to show more in the replay. We know how important it is for the club to get through to the next round and we are willing to work very hard to achieve that."
Despite the result, Bentaleb - who made his professional debut for Tottenham Hotspur in 2013 - expressed his delight in featuring for his new club and praised the home fans for their support during the last 32 clash.
"It was exciting to make my debut in front of this crazy crowd," Bentaleb added. "I've missed this feeling and when I first entered the stadium, I saw this unbelievable atmosphere. It was a special feeling which brought back a lot of memories.
"I always loved playing in England, even when I left. I wanted to come back and now I am back and so pleased to be at a club such as Newcastle with some crazy fans like they have. They pushed us through the game today and, unfortunately, we didn't manage to get the win but we will try to be better next time."