The Reds won 1-0 at Stamford Bridge after a goal by Xabi Alonso.
Benitez said: “We have the quality and the mentality to fight against the top sides and anyone else.
“To win at Stamford Bridge was a really difficult thing to do and it sends a massive message to the other teams of what we can do and tells our fans what we are about.
“We can go to any stadium and win games.
“Today, against a very good team, a very offensive team, we showed we were thinking about winning.
“The players know what to do and it was difficult for the opposition to create chances.
“Chelsea had some chances but their final pass was not the best on occasions.”