After going 2-0 down in the first 21 minutes to two Steven Gerrard goals, TNS looked as though they may fold with the Reds dominating the game, however Benitez's side could only manage one more goal - in the last minute - from Steven Gerrard to seal his hat-trick.
Benitez said, "They have done a good job. They had a clear idea, they played in a compact way with good counter-attacking.
"Sometimes when they had a free-kick, they would try a long ball and try to win the second ball.
"And normally when you prepare for a game against a team you think is superior you need to do these things.
"They did a very good job. When it was 2-0, I was thinking it will be difficult for us in the second leg if they scored a goal now."
Benitez admitted however, that his own side did waste many opportunities to score.
"We could have scored many times, but they defended well and when you cannot score the most important thing is to continue trying.
"But to score three goals and to get a clean sheet is a good result. I was thinking maybe we would score more goals after the first half.
"We played at a high tempo and moved the ball all the time, but in the second half they changed their system in the middle and it was more difficult for us to find space.
"But we gave all we had to create opportunities. When you try, but the goalkeeper saves the ball or the defender clears it, you cannot do anything else."
Despite the defeat, TNS boss Ken McKenna was delighted with how his team fared.
"We were a couple of minutes away from a fantastic result. It is just unfortunate that in the last couple of minutes a little bit of tiredness has undone us.
"People were saying to the press before the game that it was mission impossible and we were going to get battered, but we did our homework and preparation and we are a well organised side.
"In the first 20 minutes we froze, but after that, once the players settled, they did themselves proud.
"I'm absolutely delighted and proud of the lads for what they have done, but bitterly disappointed to be going away 3-0 down when I thought 2-0 would make them think a little bit more."
He added that Gerrard's fantastic third goal was disappointing a minute from time as tiredness set in..
"I was sitting there looking at the clock and I think it was in the 89th minute, but tiredness had crept in and we tried to do a trick in the middle of the park.
"As a result, we lost the ball and it went forward and Steven Gerrard ended up scoring a fantastic goal. It's cruel, but at this level if you make the slightest mistake you get punished.
McKenna paid tribute to his goalkeeper Gerard Doherty for his performance after the game.
He said: "He had a poor game against Manchester City last time we played a Premiership side.
"He was only 19 and he was bitterly disappointed and was determined that wasn't going to happen to him again.
"He learned from the experience and he's come out here and shown everybody what a good goalkeeper he is."
The second leg is on July 19 at Wrexham's Raceocurse Ground.