Coppa Italia Preview: Napoli v Lazio
Benitez's men claimed a 1-1 draw in the first leg in Rome last month, Manolo Gabbiadini's second-half equaliser to Mirsolav Klose's opener giving them a slender advantage ahead of the decisive encounter at the Stadio San Paolo.
But the Spaniard, who guided Napoli to their fifth Coppa success last year with a 3-1 victory over Fiorentina in last year's final at the Stadio Olimpico, is keen for his players to attack as they bid to secure a return to the showpiece at the same venue.
"We'll go out onto the pitch with the idea of winning the game," Benitez said.
"We're an attacking team. Lazio are a team which creates a lot, but which can also be exploited, so we must take advantage of the chances we get and not give them space.
"At this point [in the season] you have to show character, to demonstrate what our level is as we've done so many times. We're fighting on three fronts, we have to prove that we're ready."
Asked if captain Marek Hamsik will start after being left on the bench in Saturday's 1-0 defeat to Roma, Benitez added: "We have [Dries] Mertens, [Jose] Callejon, Gabbiadini… many players who can play the same role.
"Marek is a professional who works very hard, so he'll get his chance, we'll have to see if he starts the game or replaces one of his team-mates."
Klose is included in Lazio's squad despite sitting out training on Monday, and coach Stefano Pioli has urged the 2012-13 winners to play without fear.
"I'll select the team which I think can cause our opponents most trouble, the choices will be dictated by which areas of the field we're looking to play in," Pioli said.
"We'll have to bite the bullet, and not be afraid. Our opponents have quality, we're not going to be able to nullify them completely.
"We're increasingly aware of our qualities, we must ride out the difficult moments and find a way to win."
And, with the capital club unbeaten in their last eight games and pushing for second place in Serie A, the visitors have plenty of reason to be confident as they seek to end an outstanding season with silverware.