Chelsea became the first Champions League holders to be eliminated at the group stage despite an emphatic 6-1 victory, their first under Benitez.
"If we can win the competition that is what we will try to do."
Chelsea may have thrashed Danish champions Nordsjaelland at Stamford Bridge but Juventus's 1-0 win over Shakhtar Donetsk in Ukraine condemned them to third in Group E because of the Blues' head-to-head results against the Ukrainian champions, with whom they finished level on 10 points.It means the European champions must play in the continent's second-tier competition, just seven months after lifting the Champions League trophy in Munich. Benitez insists it can still be a worthwhile competition for his squad.
"The Europa League is not important when you can't win it," he added. "When you are in the semi-final or final everybody wants to win it. Every competition is important to us and we will try to win it if we can."
The Spaniard's disappointment at Chelsea's failure to reach the last 16 was at least eased by the manner of the victory, which included two goals for struggling striker Fernando Torres, David Luiz, Gary Cahill, Juan Mata and Oscar also chipping in.
"It is always important to win but the way you win is also important and we won with attitude, character, commitment, intensity and good play," Benitez said. "It was everything you are looking for and I was pleased for the club, the fans, everyone."
Benitez said he was also satisfied with Torres's performance, adding: "He showed his desire and his quality. If we play at that level he will score more goals. The team was playing well and if we play well he will score goals.
"I was watching him training and he was very, very sharp with more confidence."
Benitez was once again booed by a large section of Chelsea fans, despite delivering the club's first win in any competition for a month.
"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. 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."
Chelsea's exit completes a disappointing Champions League group campaign for the Premier League, with two English clubs falling at the first hurdle for the second successive season. Arsenal and Manchester United will be the Premier League's only representatives in the draw for the knockout stages on 20 December.
Why Chelsea were knocked outArticle 7.06: If two or more teams are equal on points on completion of the group matches, the following criteria are applied to determine the rankings:
a) higher number of points obtained in the group matches played among the teams in question
b) superior goal difference from the group matches played among the teams in question
c) higher number of goals scored in the group matches played among the teams in question
d) higher number of goals scored away from home in the group matches played among the teams in question