American teenager Freddy Adu, whose made his European debut in the first leg, did not play in Copenhagen. Greek international Kostas Katsouranis scored in the 17th minute after a free kick from Rui Costa was headed down, silencing the nearly 40,000 fans at Parken Stadium.
FC Copenhagen went into the second leg with the advantage of an away goal scored in Lisbon two weeks earlier, but it couldn't convert on its chances.
Adu has yet to get off the bench since Spaniard Jose Antonio Camacho was named coach on Aug. 21. Benfica fired Fernando Santos after Lisbon club opened the season with a 1-1 tie with promoted Leixoes.
Aug. 29 in Copenhagen
FC Copenhagen (Den.) 0 Benfica (Port.) 1. Goal: Katsouranis 17.
FC Copenhagen -- Christiansen, Kvist, Gravgaard, Hangeland, Jensen, Silberbauer, Norregaard, Wuertz (Sionko, 58), Hutchinson, Nordstrand (Ailton, 73), Allback.
Benfica -- Quim, Nelson (Nuno Assis, 46), Katsouranis, Miguel Vitor, Leo, Luis Filipe, Petit, Rui Costa, Di Maria (Romeu Ribeiro, 73), Nuno Gomes (Bergessio, 90), Cardozo.
Referee: Eric Braamhaar (Netherlands)