"Everything is important," said Benitez.
"Europe is important, the Premier League is important, the FA Cup and the Carling Cup, so we will try to win every trophy and you never know.
"We will try to win from the first game and then see the situation.
"Clearly we have confidence in ourselves and have the quality to try to win every game but you never know what can happen in any competition.
"We started really well and finished really well last season.
"If we can do the same this time then hopefully we will be better in the middle of the season.
"But we will be working really hard to be as competitive as we can."