Arsenal beat Benitez's side 2-1 at St James's Park on Saturday thanks to goals from Granit Xhaka and Mesut Ozil.
It is the first time the club has lost its first three home league games since the 1987-88 season.
Newcastle – who have faced four of last season's top six so far – are second-bottom of the Premier League ahead of Saturday's game against 12th-placed Crystal Palace.
They are above basement club Burnley on goal difference.
Asked if he found it hard to look at the table, Benitez said: "I will keep an eye, but I will not spend too much time (looking at the table), because I knew that it could be like that.
"It’s a question of making sure that everybody understands that, and then we have to move forward quickly, and mentally we have to approach the next training session thinking 'OK, we need to improve this, this and that'."
Benitez knew United would be up against it in the early weeks of the season when the fixtures came out.
"It’s something you cannot control," said Newcastle's manager. "All you can do is just be sure that when you approach the games, you have the belief and the confidence to get something. That's the point.
"The disappointment is because we were so close, against Tottenham and even Chelsea, so we have to manage these situations a little bit better.
"So we will be a better team and get points against other teams."
Meanwhile, there was a protest against United owner Mike Ashley outside the club shop at St James's Park before the game.