"We had two or three occasions to score, two in the first half when I think the referee cancelled a goal which should have stood," the Spaniard told reporters, referring to an effort by midfielder Yossi Benayoun that was ruled out for offside.
Benitez, though, said the intimidating atmosphere of Liverpool's home ground would be a big help in the second leg next Thursday.
"Anfield is our trump card. The game is only halfway through and in the second half we will be at Anfield with our fans behind us," said Benitez.
Liverpool looked jaded at Atletico's Calderon stadium after a gruelling 24-hour journey to the Spanish capital, with only a few hundred away supporters beating airspace restrictions to cheer on the team.
About 300 visiting fans made it to Madrid after flights had been cancelled for days by the cloud of ash spewing out of a volcano in Iceland.
Liverpool were forced to take a train to London on Tuesday and the Eurostar to Paris before catching another train to Bordeaux early on Wednesday morning and then a flight to Madrid.
Asked why his team were so sluggish in a competition to which he had attached much importance, Benitez said they were hampered by the loss of number one striker Fernando Torres.
The Spain international and former Atletico player had knee surgery on Sunday and will be out for around six weeks.
"We had several chances to score but they managed it," said Benitez. "It was a tough match against a good side.
"I would like to have been more aggressive but I couldn't bring Torres. I'm not leaving happy but neither am I unhappy.
"It could have been worse, it could have been better."
