The Gunners fell behind in the first leg through Pizzi's penalty, but the ever-improving Bukayo Saka equalised less than three minutes later as Arsenal bagged a vital away goal in a 1-1 draw last week.
However, Mikel Arteta's side were no match for Premier League leaders Manchester City at the weekend, and they head into the second leg having won just one of their last six across all competitions.
Here, Sports Mole looks at how Arsenal could line up for the second leg.
Arteta does not know if he will be making "five, four or seven" changes for the second leg, and the Gunners boss rotated against Man City with this crucial game in mind.
Rob Holding was taken off the field with a suspected concussion on Sunday and will not be available this week, so Gabriel Magalhaes and David Luiz should pair up in central defence, meaning that Pablo Mari is also likely to drop out.
Kieran Tierney was welcomed back to the starting lineup with open arms against City and will no doubt keep his place here, while Hector Bellerin's spot at right-back should be safe, although Cedric Soares is a fresher option.
With Thomas Partey also facing a race to be fit in time for the second leg, Dani Ceballos should return to the middle of the park alongside Granit Xhaka, as Mohamed Elneny makes way after a rare start in the Premier League.
Emile Smith Rowe's defensive naivety led to Benfica opening the scoring from the spot in the first leg, but the 20-year-old is expected to come back into the first XI - potentially on the left-hand side again - after starting on the bench against City.
Pierre-Emerick Aubameyang missed a number of golden opportunities in the first leg and struggled to have any real impact on the game against Man City, and while Arteta is likely to keep faith in him this week, Alexandre Lacazette is knocking on the door for a recall. body check tags ::