The interim Chelsea manager suffered yet more abuse from supporters as his hopes of winning his first trophy at the club were left hanging by a thread.
Errors from Branislav Ivanovic allowed Michu and Danny Graham to score in a comfortable performance by Michael Laudrup's side.
But afterwards Benitez refused to single out any of his players for criticism after the match and insisted he was relatively happy with his team's performance.
He said: "The team are doing well. You can lose a game and then analyse it, but if you play this game 10 times maybe you will win nine of them.
"I think the team were doing really well, had a lot of chances and could have scored two or three in the first half, but we made two mistakes and paid for them.
"I can see any player making mistakes and it's not an issue. It's about trying to do things afterwards, and Ivanovic tried to do his best. We carried on and tried to do the right things."
Chelsea's fans "You're not welcome" towards Benitez after Graham put Swansea's victory beyond doubt in the dying minutes and the Blues faithful again chanted the name of Spaniard's predecessor Roberto Di Matteo throughout.
Michu opened the scoring for Swansea with five minutes remaining of the first half, after Ivanovic was caught in possession by Jonathan de Guzmán, who squared to Michu for the Spaniard to slide home past Ross Turnbull.
Danny Graham, a transfer target for Sunderland, made it two in the dying moments of the game after Ivanovic's poor back-pass handed the forward an opportunity, and he slotted home into an empty net.
"You analyse all these things because we lost," Benitez responded when asked about the criticism from the stands.
"We have to concentrate on our jobs."
Michael Laudrup, the Swansea manager, hailed the result but cheekily insisted that Chelsea are still favourites to progress.
"Aston Villa and Chelsea," the Dane replied with a smile when asked who he thought would make the final on February 24.
"But I hope it's Bradford-Swansea. We already achieved some historic results for the club: winning at Anfield, winning at the Emirates. But winning at the European champions from last season is something very special."