The France striker scored two first-half goals as Real fell to a 4-3 loss against Barcelona at the Bernabeu - a result that sees city rivals Atletico at the summit of the Spanish top flight by virtue of their head-to-head record against Carlo Ancelotti's men.
And, with just one point separating Real, Atleti and Barca, Benzema has stressed the importance of a return to winning ways, beginning at Sevilla on Wednesday.
"It was a night with a lot of key moments and now we'll try and beat Sevilla," he told reporters.
"At this point in the season the matches are all finals and we know that Atletico take on Barcelona on the final day, so we have to think about ourselves in order to win."
Real were 3-2 up when they saw Sergio Ramos dismissed for a challenge on Neymar, with Lionel Messi converting two subsequent penalties to complete his hat-trick and secure all three points for Barca.
Full-back Marcelo believes it is important Real identify their mistakes ahead of forthcoming fixtures.
"We are going to try and get a victory away to Sevilla," he added. "We have to see what our errors were so that we don't repeat them.
"It's another game, another final and we have to win no matter what."
