Two extra-time goals saw Benfica through with a 5-3 aggregate victory but Thomson felt his squad left everything on the pitch both at Ibrox and in Lisbon.
Speaking to RangersTV after the game, he said: “I think the effort that they gave and the application was great. We asked them to leave everything on the pitch and they certainly did that so I am extremely proud of them.
“We possibly could've had a penalty-kick and we could've probably stayed in the tie but I am extremely proud of them. The most pleasing thing was we had a game plan and the guys have executed game plans in the domestic league as well and nothing phased them. We knew what they were about and we knew that they were a quality side and we contained them.
“We rode our luck for a wee bit in the first-half but I think the pride for me is that we have a future and players who are going to progress. We had two 17-year-olds and one 16-year-old playing at this level of Champions League football and I am filled with pride.
Thomson said the squad were disappointed not to progress to the group stage of the competition but hopes they can take several positives from their first experience of UEFA Women’s Champions League football as a squad.
He continued: “I think we can take a belief, we were talking about it in the press earlier about being humble and we are certainly humble but there's a confidence about them and there's a belief.
“You could see that in the way they handled themselves during the game, after the game and even in the dressing room there. There's disappointment and it is good to see the disappointment because we are not going to accept the fact that we came here and got beat but it is all about developing for the future.
“We are going to move on and get better and get stronger and hopefully we can come back here and compete again at the later stages.”
ㅤ
ㅤ