The Italians failed to reach the group stages of the Champions League after losing 3-1 at Athletic Bilbao on Wednesday having been held to a 1-1 draw in the first leg of their qualifier in Naples.
The Azzurri are hugely disappointed not to have joined Italian sides Juventus and Roma in Europe's elite club competition this season and must settle for the Europa League instead.
"We made mistakes in Bilbao and clearly we still have work to do," Benitez said.
"We knew that Athletic were a tough team. We are all disappointed, but we have to look forward.
"We need to concentrate on the game with Genoa on Sunday. We are all disappointed, but cannot think about whether one player is more or less unhappy than the others."
Benitez, whose finished third in the league last season, could hand Michu his Serie A debut this weekend.
The Spanish striker, who joined the Naples outfit this summer on a season-long loan from Swansea, is expected to start on the bench with Gonzalo Higuain set to lead Napoli's attack.
Genoa endured a dismal campaign last season that saw them finish 14th in the standings.
The Grifoni, coached by Gian Piero Gasperini, are hoping to start the competition on the right foot.
"It's really important to start well," Genoa midfielder Tomas Rincon said.
"We are looking forward to the game against Napoli.
"We know it's going to be a difficult match against a team that will make you pay if you are distracted."
The Venezuelan midfielder is one of 13 signings made by Genoa this summer.