The Spaniard is yet to enjoy his first win as Magpies manager since replacing Steve McClaren last month.
Saturday afternoon saw his worse result yet as his side were beaten 3-2 by relegation rivals Norwich City.
That result left his side six points from safety with just seven games remaining, with relegation getting closer every week.
Mitrovic though says they are playing better under Benitez, although they need more time to turn things around.
"We didn't deserve to lose, a draw would have been a fair result,” he told BBC Sport.
“We have seven more games and we have to keep the fight. It was a big game but we have seven finals left. We have to try and win our games.”
"We need more time with Rafa but you can see on the pitch that we are playing better football and creating more chances. But every mistake we make is punished."
The problem for Newcastle is that they are fast running out of games to turn things around at this stage in the season.
The games they have coming up are hardly easy ones either, with the likes of Manchester City, Southampton, Liverpool and Tottenham among those seven fixtures.
Finding any sort of points among those will be difficult indeed and at this moment it time it appears they could be joining Aston Villa in relegation to the Championship this season.