Ryan Bertrand was adjudged to have hauled back Raul Rusescu, who converted the resulting spot-kick in the 34th minute.
"I think it was very soft. To give a penalty in this situation, and especially when you have so many referees in their positions, it is soft," Benitez said.
"You cannot change the situation but it is very soft. If you give the penalty, why not the red card? Strange."
Benitez insisted his side were the better team on the night, and he remains confident Chelsea have the ability to turn the tie around in the return leg at Stamford Bridge.
"I think it was a difficult game," he added. "The pitch was not the best but we were disappointed because we conceded a goal because of a soft penalty and I thought their keeper made one or two good saves.
"It was difficult because in the counter attack they were dangerous but our keeper was not making any saves. I felt we could have scored and now we have to do everything at Stamford Bridge.
"It will be difficult because they are quite organised, they work very hard and they can counter-attack. But we have confidence that we will do well at Stamford Bridge."
Goalkeeper Petr Cech added: "This is not the result we want to get away from home in the first leg but to be fair we had better chances than them.
"I hardly made a save all game. They had a penalty and they scored from there and they won. We're just disappointed we didn't score. We made it hard for the return leg but 1-0 is not the result you can't overcome."
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