Newcastle United were knocked out on penalties against Hull City.
Newcastle went out of the EFL Cup last night, after losing on spot kicks against the Premier League side.
The Magpies had taken the lead in extra time when Mohamed Diame hit the back of the net, but they were pegged back by Robert Snodgrass.
The two sides then remained level until the end of 120 minutes, but Newcastle’s poor finishing in the shoot out cost them.
Jonjo Shelvey, Dwight Gayle and Yoan Gouffran all missed their penalties, and Benitez has revealed that Newcastle decided against practicing them in training.
“No [we didn’t practice penalties] because it is different when you have a game compared to a training session,” the Spanish boss said.
Newcastle had been looking to win their first major trophy since way back in 1955, but they will now be left to concentrate on their league campaign.
The Magpies are currently top of the Championship, with their next match coming against Nottingham Forest at the weekend.