The boss wants his side to put Sunday's defeat to Arsenal quickly behind them and show how good they can be against Wigan tomorrow.
"The main thing now is that we have to show confidence, we have to show character," said Benitez.
"They play for Liverpool. We have to improve, we have to show character when we have problems and we must keep our confidence high.
"The only way to change things is to keep working hard and in this situation, when you are making mistakes, you have to be strong and try do things properly in the future.
"We cannot be complaining, we cannot be arguing about anything, We must keep going and try to discover why we were so bad in the second half in terms of confidence.
"We must discover why we couldn't do the same things in the second-half that we did so well in the first period.
"It is difficult to explain what went wrong in the second-half, we were very poor and we have to improve on this.
"Now we play Wigan on Wednesday here and we know we have to do better.
"We were not bad against Arsenal, we just made a big mistake that changed everything. The only way to change is to stick together."