The Blues managed to take a vital advantage into the return bout at Stamford Bridge next week after Victor Moses and David Luiz netted either side of Fabian Scharâ€™s 87th minute penalty.
The decision was made after Cesar Azpilicueta allegedly fouled Valentin Stocker but Benitez suggests it was the wrong choice by the referee.
"I think we played against a good team," said the Chelsea interim manager. "You could see the intensity and pace of the game, and the tempo of the game.
"We had enough chances to score an away goal, but the penalty was a surprise for everyone and that could have made a difference.
"I couldn't see why it was a penalty. The ball was in the air and it was a very, very strange decision."