PARIS  - Former champions AC Milan squeezed into the quarter-finals of the Champions League Tuesday, though not as comfortably as expected as they lost 3-0 at Arsenal to progress 4-3 on aggregate.

Milan -- who were conceding three goals in the Champions League for the first time since April 2004 when they went on to lose 4-0 to Deportivo La Coruna -- were joined in the last eight by Portuguese side Benfica. Benfica produced a professional performance to beat Russian champions Zenit Saint-Petersburg 2-0 on the night -- 4-3 on aggregate -- to end a three-game winless streak and make the quarters for the first time since 2006.

Milan coach Massimiliano Allegri breathed a huge sigh of relief at the final whistle. "Did I lose weight during the match? My players have already told me that I must lose weight," he said laughing. "Often one believes that it is going to be too easy... I am upset about the defeat, but the objective was to reach the last eight in Europe's top competition, and with the players we will get back from injury we could go further."

Looking for a five-goal winning margin, the Gunners had got off to just the start they hoped for, and the Italians feared, grabbing an early goal as defender Laurent Koscielny rose unmarked to head home. Their spirits soared when Czech international Tomas Rosicky, passed fit just before the game, doubled their lead after tucking the ball home inside the near post and then again when Robin van Persie scored from the penalty spot.

Van Persie, however, spurned a superb chance to level the game on aggregate early in the second-half but with the Milan keeper on the ground and the goal at his mercy he chose the wrong option and Christian Abbiatti was able to regather the ball and clear the danger.

Milan, too, had a rare chance to put the tie to bed but Antonio Nocerino shot tamely at Polish 'keeper Wojciech Szczesny. Arsenal boss Arsene Wenger praised his side's display. "They can only be proud of their performance," Wenger said. "The team has fantastic spirit and showed some fight after the first tie, but unfortunately we go out. We had the chances for a goal. We have paid the price for a bad first game. But we have given everything. That is all you can do at the top level: give everything and then you accept the result."

The match in Lisbon was a far calmer affair but the hosts went in cheered after taking the lead on the stroke of half-time as Uruguayan Maxi Pereira shot home after a brilliant back heel by Axel Witsel set him up to put them level on aggregate but ahead on away goals.

Benfica should have taken a 2-0 lead early in the second-half but Jardel headed over the bar when well placed to score. However a solid second half performace from the hosts was capped when Nelson Oliveira, who had only come on with 10 minutes remaining, scored their second in time added-on time to secure their place in the last eight.

Pereira and coach Jorge Jesus now believe Benfica could go all the way and win the trophy for the third time and first since 1962.

"We deserved to win and I'm really happy with this result," said Pereira. "Now we're in the quarter-finals and we can beat anybody." Jesus said: "We now go in to the quarter-finals with the same ambitions we had at the start of the season and, whoever we get in the draw, we think we can go far."