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Rangers' first step towards the Champions League group stage ended in some despair with a 2-0 defeat by Union Saint-Gilloise in the first leg of their third qualifying round.
The Ibrox side's exciting journey to the Europa League final last season whetted the appetite for European football's elite club competition.
The Scottish Cup winners travelled in good mood to Belgium on Tuesday night, despite missing injured winger Ryan Kent and defender John Souttar.
However, amid a passive first-half performance by the Gers, the home side took the lead in the 27th minute at the Den Dreef Stadium in Leuven when captain Teddy Teuma opened the scoring with a shot which asked questions of keeper Jon McLaughlin's attempt to save.
A laboured display from Giovanni van Bronckhorst's side continued after the break and a Dante Vanzeir penalty in the 76th minute doubled the hosts' lead.
The return game is in Glasgow next week and Rangers will have to come up with something special if they are to face either Monaco or PSV Eindhoven in the play-off.
"It was very disappointing. We were a little bit lucky that it was only 2-0 even though the penalty decision - I was surprised he gave a penalty," van Bronckhorst told Premier Sports.
"The penalty was given, they scored and the most important thing now is to reflect on our own game because we need to change it around next Tuesday and we need to change it around big time, and the performance needs to be a lot better than we showed today."
Benfica didn't show any signs of missing striker Dawrin Nunez after the Uruguayan left for Liverpool in the off-season.
Portuguese under-21 forward Goncalo Ramos netted a hat-trick in his side's 4-1 home win over Danish club FC Midtjylland at the Stadium of Light in Lisbon.
Elsewhere, the Czech Republic's Viktoria Plzen beat FC Sheriff 2-1 in Moldova, Croatia's Dinamo Zagreb won by the same scoreline over Ludogorets Razgrad in Bulgaria, and Monaco were held to a 1-1 draw at home by PSV Eindhoven.