Benitez’s side were beaten 3-0 in a fourth-round FA Cup tie yesterday.
Batshuayi netted twice and former Sunderland man Marcus Alonso also found the net at Stamford Bridge with a sweet free-kick.
However, Newcastle had the better chances up to Batshuayi’s 31st-minute opening goal after making a good start at Stamford Bridge.
And United manager Benitez felt his team was “unlucky” to concede a second goal before the end of the first half, with Batshuayi’s shot having cannoned off captain Jamaal Lascelles and into the net.
Chelsea were dominant in the second half, with Alonso scoring his free-kick past goalkeeper Karl Darlow to complete the scoring.
Asked if it was a fair result, Benitez said: “No, I don’t think so.
“I think during that first half that we did really well – we had chances and we were on top of them. For me, we were controlling the game, and then we made a mistake on a counter-attack.
“We were unlucky with the second counter-attack at the end of the second half too.
“Then, obviously, 2-0 down against a good team ... they were much better because we were much more open and more exposed.”
Benitez felt Antonio Conte’s Chelsea’s “quality” eventually told over the course of the afternoon.
“When you have to play against Chelsea away, normally you know that (because of) the difference between the top six and the other teams, it’s really, really difficult,” said Benitez.
“We tried. We played really, really well in the first half in my opinion, trying to do what we needed to do to put them under pressure, then afterwards the difference in quality in some situations was key.”
Benitez made five changes to his team for the game, from that he picked for the defeat against Manchester City.
“We tried,” he said. “The team selection was trying to allow us to stay in the competition, and the way that we played in the first half, you can see that we wanted to stay in the competition. But you have to accept the difference between teams.”
Meanwhile, Antonio Conte felt that “defensive” Newcastle gave his side a difficult game.
“It was a good performance,” said Conte. “It wasn’t easy, because Newcastle prepapred a very defensive game with the width of players on the edge of their box amd with deep midfielders and two strikers to mark our central midfielders.
“It was very important to score the first goal. (Eden) Hazard’s quality provided the first goal, and then in the second half it was easier.
“We must be happy, because it wasn’t easy. When the draw fixes you against another Premier League team, it is never easy.
“This competition is very dangerous for the great teams.”