However, the Portuguese champions' victory was overshadowed by the behaviour of some of their travelling fans, who threw flares at Atletico supporters after Nicolas Gaitan's equalising goal at the Vicente Calderon on Wednesday.
Angel Correa had fired the hosts into a deserved lead midway through the first half.
However, Atletico were made to pay for a series of missed chances as Gaitan levelled and Benfica snatched all three points with a brilliantly executed counter-attack finished off by Goncalo Guedes just after the break.
"The flares are a social problem that other people have to resolve," said Atletico coach Diego Simeone.
"On the pitch Benfica played a competitive game and deserved the victory for their effectiveness in front of goal.
"The team looked to create throughout the game, but football is about the chances you take, not how many you create."
Benfica boss Rui Vitoria hailed his side's defending, but dismissed suggestions they already have one foot in the last-16.
"The team knew how to ride out the difficult moments.
"It is not the moment to get over-confident. Six points is a very good start, but nothing has been achieved yet."
Atletico produced their most impressive opening 45 minutes of the campaign, but their profligacy in front of goal proved their downfall as they failed to kill the game off.
Atletico went in front on 22 minutes thanks to a great team move started and finished by Correa as he blasted home Antoine Griezmann's cute layoff.
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