Antonio Conte's side went ahead through Cesar Azpilicueta's first-half strike at Stamford Bridge.
Other teams should be worried, says Chelsea full-back
Cesar Azpilicueta established himself as a regular at Chelsea last season after joining from Marseille in August 2012, and also is a key part of the Spanish national team.
Spaniards Juan Mata and Cesar Azpilicueta scored as Jose Mourinho once again saw his side emerge triumphant after a 2-0 victory over his old sparring partner Arsene Wenger.
Valencia will compete in the Europa League under new coach Miroslav Djukic after finishing fifth in the Spanish league last season.
Manchester City overcame a three-goal deficit to beat rival Chelsea 4-3 on Thursday in the opener of a two-game U.S. tour.
Although his side are well-placed to reach the final, Benitez says Chelsea must learn from the misfortunes that befell Tottenham Hotspur.
The Wembley loss to Roberto Mancini's side means the Blues have missed out on seven of the eight trophies available to them this season and places more pressure on their efforts to qualify for the Champions League.
Isco, who recently signed a contract extension with Malaga, is just 20 but is one of the most exciting prospects in the Spanish game right now and has been linked with a host of top European clubs.
Chelsea has signed Spanish defender Cesar Azpilicueta from Marseille.
Chelsea's Oriol Romeu insisted on Monday he was impressed by Spanish teammate Fernando Torres despite the striker scoring just five goals in almost a year since his record-breaking move from Liverpool.