Sherwood's men fell behind in the first half of the UEFA Europa League last 16 tie through Rodrigo's precise finish and Benfica captain Luisao doubled the advantage after half-time.
A stunning Christian Eriksen free-kick gave Tottenham hope but Luisao was first to react to a Hugo Lloris save to crash in a third, leaving Sherwood's men with a mountain to climb in the return leg next week.
And it was Jesus' reaction to the third goal that angered Sherwood.
The Benfica boss appeared to signal the number of goals his side had scored with his fingers - something Sherwood felt was unnecessary.
He told ITV: "(It's a) lack of dignity, waving his three fingers after they'd scored the third and waving goodbye.
"You've got to put up with that unfortunately but you shouldn't have to. It's a lack of class."
Despite the altercation with his opposite number, Sherwood admitted his side were beaten by the better side, and criticised the ease with which the away side were able to penetrate the Spurs defence.
"First half there was nothing in it. They've had one shot at goal and it ends up in our net, which is obviously a body blow," he said.
"But you'd have to say they had more penetration and more guile and unfortunately we are beaten by the better side.
"We always say if we're going to get beaten let's make them work hard for the goals but today they didn't have to work too hard.
"The first one was quite straightforward, just one long ball down the middle and then he slots it past Hugo and then to get done on two set-pieces is a real disappointment."
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