A second-half brace from Nacer Chadli dragged the Premier League side back into the tie, but Benfica struck a late penalty to draw 2-2 and win 5-3 on aggregate.
Jesus, who has been involved in a spat with Tottenham manager Tim Sherwood, praised his opponents and said it was a massive result for his team.
"There were no surprises from the performance of Tottenham. I told my players before the game that Tottenham could beat us here and qualify, just like we did in London," he told a news conference.
"I'm not saying anything new. I said before the game that Tottenham could do the same to us as we did in London.
"Tottenham have too much quality to be easily defeated. Benfica also have quality, so any result is possible in an even game."
Ezequiel Garay had headed Benfica further ahead just after the half-hour mark, but Chadli struck twice in as many minutes during the second half to put his side back into the tie.
The visitors had a penalty shout turned down before Lima sealed the result for Benfica with a spot-kick.
Jesus insisted he was never worried, despite Sherwood – sitting in the stands to avoid further confrontation – saying he was enjoying seeing the 59-year-old sweating.
"I was never worried when we were losing 2-1, as even if they have made 3-1 it would only have gone to extra-time," Jesus said.
"I felt it could be decided in the very end, it was something natural and the players did well.
"I knew what kind of team we were facing and I know Benfica have got a result against an excellent side."
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