Milan squeezed into the quarter-finals of the Champions League last night, 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.

Looking for a four-goal winning margin, the Gunners had got off to just the start they hoped for, and the Serie A leaders feared, grabbing an early goal.

Alex Oxlade-Chamberlain swung in an inviting corner from the left, and as the jittery Milan defence appeared to be preoccupied with the position of Robin van Persie, Laurent Koscielny popped up unmarked to head home.

On 26 minutes the second goal that Arsenal had been threatening arrived when Walcott burst down the right and crossed low for Van Persie.

Thiago Silva intercepted but his weak clearance found Tomas Rosicky on the edge of the area and the Czech midfielder took his time and placed his shot low past Abbiati.

Shellshocked, Milan desperately tried to steady the ship with half-time looming. But just when it looked like they had weathered the storm, Arsenal made it 3-0 two minutes before the break.

Oxlade-Chamberlain popped up on the right flank and powered into the Milan penalty area. The youngster’s pace took him through the gap presented by Antonio Nocerino and Djamel Mesbah and when the Milanese duo sandwiched the winger, referee Damir Skomina looked long and hard before pointing to the spot. Van Persie stepped up to do the honours and put Arsenal within one goal of a quite sensational comeback.

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 Abbiati was able to get hold of the ball and clear the danger.

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.

Last 16, 2nd legs

Played yesterday

Arsenal 3
Koscielny 7; Rosicky 26; Van Persie 43 pen;
Milan 0

(Milan win 4-3 on aggregate)

Benfica 2
Pereira 45; Oliveira 90;
Zenit SP 0

(Benfica win 4-3 on aggregate)

Playing today – 20.45
Barcelona vs Bayer Lev. (3-1)
APOEL FC vs Lyon (0-1)

March 13
Inter vs Marseille (0-1)
Bayern Munich vs Basel (0-1)

March 14
Chelsea vs Napoli (1-3)
Real Madrid vs CSKA (1-1)

Note: First-leg result in brackets.