The Blues did all they could by beating FC Nordsjaelland 6-1 at Stamford Bridge, but their efforts proved futile as Juventus' victory at Shakhtar Donetsk condemned them to third place in Group E. The Europa League now awaits the west Londoners, whose manager Benitez collected his first win since replacing Roberto di Matteo.
"Can we change the result of the other game? No," the Spaniard said. "Can we change the situation? No. So we have to think about what we can change, which is improving and be ready for the next challenge."
He continued: "The game was out of our hands. I said before that we had to do our job and, as a manager, you have to be really pleased with the performance of the team. There were 32 attempts, 18 on target, six goals, a lot of clear chances, so you have to think about the positives after this performance.
"You also have to be really disappointed because you cannot progress in the Champions League. You ask me if I will take the Europa League seriously; every competition is important for us so we will try to do our best and win if we can."
For many the Europa League is seen as an unwanted distraction, which can disrupt domestic form and offers little financial reward.
"The Europa League is not important if you don't win," Benitez said. "When you are in the semi-final or the final, everyone wants to win it. We know that it is an important competition and we want to go as far as we can and if we can win the competition, we will try to do that."
However, that would be scant reward for a Chelsea side that were lifting the Champions League just seven months ago. Benitez was not at the helm for the first five Group E matches but was proud of the way his players stepped up to the mark in a late attempt to make amends.
"They knew we had to win and for me the performance reflected that," he added. "They were so good and said 'We have to do our job'.
"They took that responsibility and did really well. You can't go back and change things and the only thing they could do was improve, prepare properly and win."