Hulk gave the visitors an early lead in their Group C clash at the Estadio da Luz before Benfica goalkeeper Artur was dismissed midway through the first half for hauling down Danny, who was through on goal.
Axel Witsel swiftly doubled Zenit's lead and, at a numerical disadvantage, Benfica were unable to get back into the game.
However, defender Pereira is not getting too downbeat.
Pereira said: "Sadness is normal when you lose. We hoped for another result and we prepared for another type of game.
"We began the second half trying to score. We tried everything and had opportunities.
"We're in a very competitive group in which anyone can go through, and there are a lot of games to go. We have to move on."
Midfielder Andreas Samaris attributed the loss to Artur's red card.
"We're disappointed," Samaris said. "It was a home game and we wanted to win.
"It became difficult as soon as we were one less player, when Artur was sent off.
"Now we must analyse our mistakes and improve for the next game. We will continue to work hard and improve."
