In the summer of 1981, 28-year-old Filipović joined the reigning Portuguese champions S.L. Benfica where over the following three seasons he scored 28 goals in 54 league matches. Zoran Filipović also guided the club Benfica to the 1983 UEFA Cup Final against R.S.C. Anderlecht, being the top scorer of that season's competition and scoring memorable goals for the Portuguese in the quarterfinal against AS Roma and in the semifinal against Universitatea Craiova.