One player who is staying, however, is skipper and official UEFA Man of the Match Steven Gerrard. Benitez handed the trophy personally to Gerrard and said: "Will Stevie stay?
"The question is for him but I think he wants to win more trophies with us and he was delighted today.
"He knows that the supporters are with him and want him to stay."
Gerrard was designated to take Liverpool's fifth penalty kick had Dudek not saved Andriy Shevchenko's decisive spot kick and Benitez revealed that his "no penalty practice" claim was not just a psychological stunt.
"We practised a bit, but not much," he smiled.
"The most important thing in penalties is to find out which players want to shoot or not, which we did.
"We changed things at half time when we knew Steve Finnan was injured. We used three defenders, played with two secondary strikers and one man up front and Stevie ' s early goal changed things.
"We just needed to press with more energy, score a goal and keep playing, in the end we scored three goals."
Benitez pleaded with UEFA officials to now allow Liverpool the chance to defend their trophy.
"Common sense says that the winner has to defend the title and I think that you all think the same," he declared.