The Blues currently sit fourth on the table with 45 points.
Semenyo said, “First half we played really well. The mentality was to do the same again.”
Anatoliy Trubin sealed the victory for Benfica as the goalkeeper headed home a free kick.
Manchester City thrashed newcomers Burnley 5-1.
With 15 minutes left, City launched a sharp counterattack, but Dutch midfielder Tijjani Reijnders failed to convert, missing a chance to put his side four goals up.
A stoppage-time goal for the visitors was ruled out after a lengthy VAR check.
The result secured Madrid’s fourth consecutive UCL victory and a crucial advantage heading into the second leg at the Santiago Bernabéu.
It took Mikel Arteta’s Gunners just two minutes to open the scoring courtesy of their captain, Martin Odegaard.
City initially looked in control after Jack Grealish and Erling Haaland scored early in the second half. However, PSG mounted a stunning comeback.
Chelsea have now gone four points adrift of Liverpool, who can extend the lead to seven points if they beat Leicester City in their game later on Thursday.
