After a low-key first half, Arsenal - beaten by Lyon in their opening fixture of the new-look league phase - went ahead through a scrappy goal from Beth Mead just before the hour.
The Gunners - having ended a four-match winless run with victory over Brighton in the Women's Super League on Sunday - made sure of three points when Alessia Russo slotted in from a well-worked free-kick by substitute Chloe Kelly.
Renee Slegers' side, who beat Barcelona in last season's final at Estadio Jose Alvalade, made a positive start and included two Matildas - defender Steph Catley and midfielder Kyra Cooney-Cross - in the starting line-up.
Striker Caitlin Foord came on as a substitute and was a handful for the Benfica defence.
Mead sent an early free-kick over from 25 yards before Lotte Wubben-Moy headed wide from a corner.
Benfica, who lost to Juventus in their opening Champions League match, almost broke the deadlock three minutes before half-time.
A corner was swung into a crowded Arsenal penalty area and Diana Gomes sent a powerful header towards the bottom corner, but Daphne van Domselaar got down to her left to make a fine reaction save.
Arsenal eventually went ahead in the 57th minute.
Benfica were caught trying to play out from the back and Russo sent Mariona Caldentey into the right side of the penalty area.
Caldentey pulled the ball back towards Mead in the centre. Benfica defender Beatriz Cameirao went to intercept, but then kicked her attempted clearance against Diana Gomes - and Mead hooked the ball past goalkeeper Lena Pauels into the far corner.
Benfica tried to lift themselves and find an equaliser.
Arsenal keeper Van Domselaar had to rush out of the area and clear a long ball forward as Diana Silva aimed to race clear.
The Gunners, though, made sure of victory with a minute left when Kelly sent in a low free-kick from deep on the left and Russo darted ahead of the defenders to slot the ball in.
In other matches, Bayern Munich (Pernille Harder 11th, Lea Schuller 90+4) beat Juventus (Eva Schatzer 17th) 2-1, Paris (Rasheedat Ajibade 57th) lost 2-1 at home to Real Madrid (Naomie Feller 29th, Alba Redondo 45+2), and Manchester United (Fridolina Rolfo 24th) beat Atletico Madrid 1-0 away.
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