Palace beat AEK Larnaca 2-1 in the last 16 with a resilient display across two legs, setting up a quarter-final against Italian side Fiorentina.
It means Palace are the first English outfit to reach the quarter-finals of a UEFA competition in their debut European campaign since Nottingham Forest in 1978-79, who won the European Cup that year (Opta).
Palace’s back-up goalkeeper Benitez – who has started their last two games with Dean Henderson sidelined through illness – feels the magnitude of each European night, with a new milestone unlocked every time Palace progress to the next round.
“We’re happy to continue in this competition and into the next round,” said Benitez. “It’s Crystal Palace’s first year in Europe, so every game for us is like a final.
“We want to finish in this competition as high as possible. It’s important for the club and also for us [as players].
"We try to give our best in every game and enjoy it. I hope we finish as high as possible in this competition.
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“We’re excited for the next round – it’s a big game," Benitez added. "When you qualify, you want to be playing big games.
“We always want to stay together, we are one team – every player, staff and supporter. We had a lot of supporters in Larnaca, which is fantastic. Thank you for coming to enjoy it with us.”