Sunday's match with Everton will determine whether Europa League winners Chelsea finish third or fourth in the Premier League, with Arsenal and Tottenham also vying for Champions League football next term.
"It's always important to finish well," Benitez said. "We have been working so hard during the season that it would be a pity if we cannot guarantee top three."
It will be Chelsea's 69th game of a gruelling and tumultuous campaign but there is a chance of one more.
If Chelsea and Arsenal finish the season level on points, goal difference and goals scored, a play-off will be necessary to decide third place and the automatic Champions League qualification spot, even though the Blues beat the Gunners twice this term.
For the match to be necessary, Chelsea must draw and Arsenal beat Newcastle by a single goal in a match where both teams score.
The Premier League has confirmed the match would take place on May 26 at Villa Park, meaning Chelsea would likely have to shelve plans for a post-season tour to the United States.
"We consider that we will not go to the play-off, so we prefer not to discuss that," Benitez said. "If we have to do it, the rules are the rules. I don't think it's ideal but in trying to avoid this situation we will score goals and we will try to win."
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