The Italians travel to Kiev’s Olympic stadium needing to score after Yevhen Seleznyov’s late equaliser handed Dnipro a precious away goal in last week’s 1-1 draw in the opening leg in Naples.
“We can go there and win,” Benitez said on his club’s official website.
“I am optimistic because we have the potential to get to the final.
“I expect a defensive game from Dnipro but I don’t think they can afford to risk just closing themselves down.
“We will go out on the pitch with the same mentality we always have.
“I believe if we play the way we did in the first leg and if we display the same fighting spirit and determination we showed last week, we can progress.”
Dnipro, looking to reach their first major European final, have shown no signs of weakness at home this season.
They have won their last four European home games without conceding a goal and will have a crowd of 70,000 fans cheering them on at the stadium.
“This is an historic game for us and we are well aware of it,” Dnipro coach Myron Markevych told the Ukrainian press.”We have to play our game and show our quality.
“Napoli is not an easy opponent and we expect a very difficult game.
“We need to have more possession than we did in Naples.”
Napoli, fourth in Serie A following Sunday’s 2-2 draw at Parma, have not reached the final since they won the UEFA Cup in the 1988-89 campaign.
They lost 3-1 at Dnipro in the group stages of the Europa League three years ago but are unbeaten in their last four away games in the competition.
Markevych rested some players in Sunday’s 2-0 defeat at home that dropped his side to third place in the Ukrainian Premier League, nine points adrift of league leaders Dynamo Kiev.
Argentinian forward Gonzalo Higuain, who is the top scorer left in the competition with seven goals, will lead Napoli’s attack with team captain Marek Hamsik playing in support in what will be his 50th European competition appearance.
The visitors are without Pavel Ksenz, Papa Gueye, Dmytro Chygrynskiy and Evgen Shakhov, who are all sidelined through injury.