The Portuguese giants lost their eighth European final in a row on Wednesday, as Sevilla beat them 4-2 on penalties in Turin.
The Europa League final loss was Benfica's second in as many years, and came after the two sides failed to find the back of the net after 120 minutes of an entertaining encounter.
But all is not lost for Benfica, who have already won the Primeira Liga and Taca da Liga this season.
And they can complete a hat-trick of successes if they overcome Rio Ave in Sunday's Taca de Portugal final – an occasion goalkeeper Oblak says his team-mates will be primed for.
"Unfortunately, this is football and we ended up losing on penalties," Oblak told UEFA's official website.
"We had no luck at all but football can be unfair sometimes. Some you win, some you lose.
"We are a little bit disappointed but tomorrow is another day and we are as motivated as ever to win all three competitions in Portugal.
"We need to prepare for the (Portuguese Cup final) on Sunday against Rio Ave as we must win it.
"I think we played better than Sevilla but unfortunately luck was not on our side."
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