"I was really proud of that", said Benitez.
Chelsea will play against Manchester United in the FA Cup Final later this month.
He has been an on-field leader at Newcastle for some time, with Rafa Benitez having passed him the armband, and while others may be keen to buy into his many qualities, the Nottingham Forest academy graduate is turning a deaf ear to the exit talk.
Lascelles has been outstanding in the heart of Benitez's defence this season.
The Toon wouldn't be able to take both players on loan due to Premier League rules so it looks bleak that both will sign for next season.
Benitez led Napoli to their last piece of silverware - the Supercoppa in 2014, courtesy of a 6-5 penalties victory over Juventus - and had been linked with a second spell at the helm if Maurizio Sarri left the club.
Tom Wolfe Dead at 88
His first book, The Kandy-Kolored Tangerine-Flake Streamline Baby, arrived in 1965, collecting his early non-fiction essays. Even more controversial was Wolfe's 1975 book on the American art world, "The Painted Word", which outraged many artists.
Jonjo Shelvey's form was fundamental to Newcastle's drive up the table and away from relegation trouble, and while he became less influential in defeats to the likes of West Brom and Watford, he was back to his best against Spurs at Wembley.
Jamaal Lascelles says Newcastle United must do everything in their power to keep manager Rafael Benítez at the club. St James' Park has seen the last of Brazilian star Kenedy who, after joining on loan from Chelsea in January, can not feature against his parent club, but the Magpies will be desperately hoping he will don the black and white shirt again in the future.
Former Blues winger Christian Atsu will also miss the game through injury, so Jacob Murphy should start.
But the manner in which Chelsea lost is cause for concern.
However, Benitez will not be penning a new deal until he has received some clarification about his transfer budget for the summer, and the extent to which he will be allowed to spend the money as he sees fit.
Newcastle, who were nearly on the verge of getting dragged into the relegation scrap, made an extraordinary comeback in the second half of the campaign, which has helped them finish in a respectable mid-table position.