It was a miserable night for Juventus, who have lost their opening two games of the Champions League group stage for the first time and lost three games in a row in Europe's elite club competition for the first time in 50 years.
"I already told the team these moments happen in football, we need to emerge from them as a team, with a sense of responsibility," Juventus coach Massimiliano Allegri told Sky Sport Italia.
"We have an important game coming up against Monza and after that we can think about Europe. It will certainly be difficult, but not all is lost."
The early goal seemed to take Benfica by surprise, as the first 25 minutes of the game was dominated by Juventus, who pushed the Portuguese team onto the defensive.
As half-time approached, Benfica began to gain more control and possession as the pressure from Juventus eased.
The visitors were awarded a penalty in the 43rd minute following a VAR check after Juventus midfielder Fabio Miretti fouled Ramos inside the box and Mario equalised from the spot.
Benfica maintained their momentum in the second half, with Neres putting them ahead in the 55th minute, firing home on the volley after Rafa Silva's shot had been parried into his path by Perin.
Juventus pressed forward in the last 10 minutes, with substitute Angel Di Maria leading the charge on his return from a muscle injury.
Bremer failed to convert an opportunity to equalise for Juventus in the 88th minute as the Italians slumped to defeat.
"I don't criticise the team, I understand the psychological situation. We've had some difficult moments and reacted, but conceding that penalty on the stroke of half-time, that was a real blow to morale," Allegri said.
"Football is difficult to explain, all we can say is that after going 2-1 down the game was over, we risked conceding 3-1 and 4-1."
Benfica are second in Group H with six points, level with Paris St Germain, who won 3-1 at Maccabi Haifa.
Benfica host Paris Saint-Germain next on Oct. 5, when Juventus will play Maccabi Haifa.