Real have won the competition in the last three seasons, but stumbled out in Russia on match day two on Tuesday, losing 1-0 to CSKA Moscow.
Asked about the lack of goals, Lopetegui replied: "We must keep generating chances and we will be more successful - I have no doubt that we will start to score and the victories will come".
Mariano, Karim Benzema and Casemiro all hit the woodwork for Real while Luka Modric and Raphael Varane were among those who missed easy chances to drag their side back into the game.
The first half's 2-0 score line to the favored visitors didn't provide a lot of hope for neutrals, as Haris Seferovic and Grimaldo scored in the first 15 minutes for Benfica, but a red card for Ruben Dias in first half stoppage sure did the trick.
"But we can't live in the past or think what this team would be with him".
The Premier League champions and current leaders, urgently needing a win after their opening week Group F defeat at home by Olympique Lyonnais, were rocked by an Ishak Belfodil goal after just 44 seconds. Last night when he brought on Mariano - a finisher - but took off winger Lucas Vazquez - the player most likely to cross for him - it seemed to sum up the confusion.
Real had a tough reception in Moscow, with the home crowd packing the vast Luzhniki stadium on a chilly night.
Lyon recovered from two goals down to draw 2-2 against Shakhtar Donetsk at home, but no one was there to see it.
Real dropped into second place in Group B courtesy of the result.
30 - In beating Roma on matchday one Real Madrid recorded 30 shots - more than any of their matches in the Champions League since April 2017, when they hit the same figure against Bayern Munich.
Real Madrid stumbled again after failing to win and get a goal in their last three games.
"It's not just a problem for Benzema but for all the attacking players", Lopetegui said through a translator.
"We're up against some fine players and it'll be an extremely challenging game because this is the Champions League", he added. Young full-back Noussair Mazraoui equalised to give the Dutch side a 1-1 draw.
Haris Seferovic put the Portuguese side in front after six minutes, with left-back Alex Grimaldo heading in a second on the quarter-hour mark.
Madrid hardly troubled CSKA during the first half even if Casemiro's long-range shot clipped the outside of the post and Karim Benzema's header plopped off the top of the crossbar.