The Zimbabwean striker netted his first goal for the club since his return to Fratton Park as he dragged the Blues level at 2-2.
But after Pompey dominated the second half, a stoppage-time Erik Huseklepp own goal left home fans in a state of shock as Peterborough snatched the points.
Benjani insists the result was tough on his team, though. And he remains upbeat Pompey’s luck will soon change if they continue to do the right things.
He said: ‘Things like this are always happening in football so you need to keep on believing all the time.
‘You hope and believe that those goals will come the next time, so you prepare for that.
‘This result is very difficult to take for all of us. We played very well and I don’t think we deserved to lose.
‘A draw would have been harsh on us as well and that’s what makes it so difficult to take.
‘But it’s one of those things. We have to keep believing in ourselves and things will change. I’m sure of that.’
Blues goalkeeper Jamie Ashdown made a dreadful error to hand Posh the lead inside just four minutes as he fumbled a regulation shot from Lee Frecklington that went through him and in off the underside of the crossbar.
But Pompey hit back soon afterwards as Huseklepp’s effort on goal was diverted into his own net by Gabriel Zakuani.
While the visitors perhaps edged the first period and possibly deserved their lead at the break, Pompey were much the better side after the interval.
And once Benjani had restored parity, it seemed only a matter of time before the Blues would put the game to bed, only for the unfortunate Huseklepp to make the late intervention in attempting to clear the danger.
Benjani said: ‘Jamie made a mistake but we managed to overcome that and after we got back to level, we were supposed to go on and win the game.
‘Unfortunately, we were always coming from behind.
‘The moment we scored, we relaxed a bit and then they came back on top.’
Benjani also revealed he picked up a slight ankle problem late in the game but expects to be fit for Leeds at the weekend.
‘I’ve got a little bit of an ankle problem which is niggling me, but I hope it will be okay,’ he said.
‘I got a clip on the ankle towards the end and it happened last week as well. But it shouldn’t be too much of a problem.’
On his first Blues goal since his return to the club, Benjani added: ‘I’m very happy to score. The last time it took me 14 games and this time it’s only four or five games – that’s a big improvement.
‘Let’s just hope that next time I score, we win.’