The Serie A leaders failed to overturn a 2-1 deficit from the first leg of their semi-final, only managing a goalless draw with the newly-crowned Portuguese champions in Turin.
Conte was convinced that his side should have been awarded a penalty when Fernando Llorente's 65th minute header appeared to strike defender Luisao on the hand. One goal would have put his side through to the final on away goals.
"Today there should have been a penalty, after the penalty not given for a foul on (Giorgio) Chiellini on the first leg," Conte said.
Conte also claimed Clattenburg had failed to control what he saw as Benfica's spoiling tactics.
"The referee allowed them to obstruct the play the whole game. Before the game he told is us that he wouldn't stop play every time a player hit the floor, but that's what happened.
"We feel like we're not being taken seriously, and UEFA should show us more respect by sending a referee of the required standard."
Juve missed out on the chance to contest the Europa League final on home turf, with Benfica returning to the Juventus Stadium on May 14 to take on Seville.
However, they are eight points clear at the top of Serie A and should seal their third straight league title when they host Atalanta on Monday.
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- Fernando Llorente