The Serie A outfit went into Thursday's last 32 first leg encounter as favourites, but were somewhat lucky to come away from the Liberty Stadium with a draw against Garry Monk's men.
Swansea saw first-half chances from Wilfried Bony and captain Ashley Williams go begging, while the latter also drew a smart save from substitute goalkeeper Pepe Reina with a back-post header in the second half.
A draw leaves the tie well balanced ahead of the return leg at Stadio San Paolo in a week's time and Benitez was "satisfied" with the clean sheet.
"I said beforehand it would be a difficult game, as the British game is more intense and fast-paced. We played well in the first half, but Swansea were pressing us well," Benitez told Sky Sport Italia.
"The positives are that we did not concede a goal and the team worked well when defending.
"Of course there are risks. Swansea have quality, but we must attack and win. Swansea know that and will try to be dangerous on the counter-attack with the spaces we leave.
"I am satisfied with the work we did and kept another clean sheet, which means the team has improved in that respect. I am not totally satisfied, as we should've scored a goal to be more comfortable.
"We didn't create enough chances, as our positions on the counter were not right. We ought to have done better in those situations.
"It is positive to get a draw here. Swansea are fast, they played well and had good chances, but I think defensively my team did a great job against a side that attacked from start to finish. It wasn't easy to stop them."
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