Chelsea host FC Basel on Thursday holding a 2-1 lead from their semi-final first leg and Benitez is two matches away from claiming a European crown for a club he will leave at the end of the season.
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Real Madrid's aggregate defeat by Borussia Dortmund in the Champions League semi-finals on Tuesday increased the likelihood that Mourinho will not be at the Bernabeau next season.
"It's not my business," he said. "I have to concentrate on my business, that is to beat Basel on Thursday night."
"We have an opportunity but my concern is that we will be thinking we are in the final. It's not the case," Benitez, who won the Champions League for Liverpool in 2005 and the UEFA Cup with Valencia the year before, told reporters.
"We play against a very good team that has scored goals away, so everybody has to realise it will be difficult.
"Hopefully I will be wrong and we can score a lot, but first we have to win and afterwards we can think about the final."
Basel knocked out Tottenham Hotspur in the quarter-finals on penalties after both legs ended 2-2, and the Swiss champions are desperate to become the Alpine country's first club side to reach a European final.
"I think they will come trying to score. They did it against Tottenham. I am sure they will be offensive and push. We saw that in the second half and I think it will be the same approach. It's the only way for them to qualify," Benitez said.
"I am concerned but I am not afraid. We know they are a dangerous team, we know they are strong and score goals away.
"But I have a lot of confidence in my players."
