Newcastle are currently in 19th place in the Premier League table, and they are six points adrift of safety.
The Magpies are on a seven match winless run, and their chances of staying in the top flight are growing slimmer by the game.
Benitez has been in charge at St. James’ Park for four matches so far, but he is yet to guide the side to a victory. And the Spanish boss admits that some of his players are looking very nervous during matches, with the pressure on.
"Some of the players know we can do it, but some of them are worried about these mistakes that we're making in games," Benitez said.
"The only way is to try to repeat situations during training, so they will have more confidence and they can replicate these situations during games."
Newcastle’s latest defeat came against Southampton, and their performance in the contest was very worrying.
The Tynesiders were blown away by Ronald Koeman’s side, who picked up a comfortable 3-1 victory.
Newcastle’s next match comes against Swansea City at St. James’ Park, and any result other than a victory would be disastrous for Benitez’s men.