Head coach Benitez cut a frustrated figure as Napoli slipped to a 1-0 defeat at Torino in Serie A last weekend and failed to hide his annoyance in post-match interviews.
The Spaniard explained that he was merely aggrieved that his side fall 13 points adrift of leaders Juventus following the setback.
However, the former Liverpool manager retains belief that defending champions Napoli can add to last season's Coppa Italia success and victory in the Supercoppa Italiana earlier this year if the dressing room stays united.
"We've won two trophies [since Benitez joined Napoli], but if we all go forward shoulder to shoulder we can win more," he said before Wednesday's clash at Stadio Olimpico.
"I can't keep repeating the same things after every defeat. After Doha [where Napoli beat Juventus in the Supercoppa] we've had a win ratio of 77 per cent.
"We've lost three times, but I repeat shoulder to shoulder we move forward."
Napoli have enjoyed plenty of success in the Coppa Italia in recent seasons, having lifted the trophy in 2012 and 2014.
En route to victory last term, Benitez's side defeated Lazio 1-0 and can take confidence from the fact they beat Stefano Pioli's men 1-0 in the league in January - making it six matches without defeat in all competitions in clashes against the Rome side.
But Lazio, the 2013 Coppa Italia winners, also have cause for optimism on the back of three straight league victories - a run that has left them just two points adrift of Napoli, who occupy the final UEFA Champions League spot in Serie A.
Head coach Pioli is aware that Napoli are a force to be reckoned with, but believes recent results prove Lazio can compete.
"Clearly, Napoli are our closest rivals on both fronts," he said.
"We know it will be difficult, we have to have respect for an opponent that started the season with the goal of winning the league and the Champions League and which has won the Supercoppa.
"The team is doing well, but it's normal to have some good times and some not so good times over the course of a season.
"[Our performances] have built confidence and we have to continue on this path."
