The Blues' winless streak was extended to six games after Saturday's 1-1 home draw with Aston Villa.
However, the 18-year-old midfielder insists there were signs of improvement and now he has his sights set on helping David Moyes' side avenge their recent 5-0 thrashing in the Europa League in Lisbon.
'We feel good about the performance against Villa but not about the result,' Rodwell said.
'It's playing on our minds a little bit that we need a win and the perfect time to get that is on Thursday at Goodison.
'The defeat over in Portugal was difficult to take. In the first 45 minutes we were as good if not better than Benfica but in the second half we weren't at the races and our heads dropped.
'Now they've got to come to our ground and we have to show Benfica what a good side we are. We owe Benfica one and we owe it to ourselves. Hopefully on Thursday we can turn it around.'
Rodwell admits the Blues felt down as they returned to the dressing room after only taking a point off Villa but Moyes swiftly lifted his players.
'Everyone was disappointed because although Villa are a good side we were at home and we always expect to win here,' Rodwell said.
'But the manager came in at the end and said there were a lot of positives for us to take away from the game.