Everton took the lead twice in the game, but Leeds fought back both times to share the spoils between the two teams in west Yorkshire.
Leeds pushed towards the end of the game to get the winner, but Everton’s defence put on a resilient performance to take a point away from Elland Road.
Benitez admitted that his side did come under pressure but is happy at the way Everton reacted to it away from home against Leeds.
He also feels that the story could have been different had Everton taken the chance to score a third goal.
The Everton manager was quoted as saying by the Liverpool Echo: “They were pushing from the beginning, but we reacted well.
“We had the chance to score the third goal and maybe we would have been talking about something different.”
Gray scored his first goal for Everton in the clash after joining the club from Bayer Leverkusen this summer.
The winger was snapped up for just around £1.7m and Benitez pointed out that the quality he has is for all to see.
“I think he’s doing well, everyone can see that.
“The main thing he gives to us is competition in the wide areas and up front.”
Benitez will be hoping to add more fresh faces at Everton before the transfer window closes.