Insigne was replaced by Dries Mertens during the second half at Stadio San Paolo on Wednesday and Napoli fans reacted by booing the 22-year-old.
A frustrated Insigne responded by gesturing to the home supporters and Benitez leapt to the defence of his player.
The Napoli coach said: "Insigne is a young lad and we have to be understanding of his situation.
"I ask the fans that if they have complaints, to keep hold of them until the final whistle. If they want to help the players, then jeering won't do that."
Gonzalo Higuain scored the only goal of the game eight minutes from time to ensure Napoli knocked the holders out.
Benitez's charges will face Roma in a mouthwatering two-legged semi-final and the Spaniard believes the Eternal City club will be favourites.
"Roma are a very strong side and have an advantage, as they only need to play one game per week." he said.
"They are not stronger than Napoli, but it makes a huge difference preparing games in two days or in six."
The first leg will be played at Stadio Olimpico next Wednesday, with the return leg taking place a week later.
