Benn had a natural hat trick in the first period and the Stars beat the Kings 4-2 on Saturday night.
It was Benn's second hat trick in three games and the fourth of his career. Benn has seven goals during a three-game scoring streak.
Kari Lehtonen made 34 saves in his 445th and potential last game for the Stars before becoming a free agent this summer. Devin Shore also scored, and Alexander Radulov had three assists.
Dallas finished three points behind Colorado for the second wild-card in the Western Conference. The Stars went 0-6-2 in mid-March when starting goalie Ben Bishop sustained a knee injury, and that stretch of poor play loomed large in not making the playoffs for the second consecutive season.
''You hate to look back and wonder what you could have done different, but we played some pretty good hockey most of the year and didn't raise our level when it needed to be raised. And here we are out of the playoffs now,'' Benn said.
Alec Martinez scored twice and Jonathan Quick made 14 saves for the Kings, who will play Vegas in the first round of the playoffs after finishing as the first wild card from the Western Conference.
Benn made it 2-0 at 8:40, knocking the puck out of mid-air by swinging his stick like a baseball bat from close range.
Benn scored his second at 11:35 to put the Stars up 3-0. Benn tapped the puck into an open net after defenseman Oscar Fantenberg lost the puck in his own zone.
''You can't blame our goalie on any of them. I think if you had two goalies in the net you might not get a save there because we had full possession of the puck on three of those plays,'' Kings coach John Stevens said.
Benn got his hat trick at 13:57 by tipping Radulov's pass past Quick for his 10th point during a five-game point streak. He has eight goals and two assists in that span.
The Stars took a 1-0 lead at 6:41. Shore scored on a backhand after poking the puck away from Kings defenseman Christian Folin. It was Shore's 11th goal, and his third point (two goals, one assist) in five games.
"Obviously, that's not a good enough start,'' Martinez said. ''Quite frankly, it's embarrassing. We left our goalie out to dry, and that's not fair to him.''
Martinez scored on a slap shot at 3:42 in the second, getting the Kings on the board. He cut the deficit to 4-2 at 12:27 on a one-timer from Michael Amadio after a power play expired.
The Kings went 2-1-1 against the Golden Knights this season, winning back-to-back games on Feb. 26-27.
''Except the first period tonight, I think we've been playing pretty well the last couple games,'' Kings center Adrian Kempe said. ''We got to bring it now. We need every single guy in the locker room. We need everybody to be at their best now. The fun starts right now. Hopefully everybody is ready for it.''
NOTES: Martinez has two goals and two assists during a three-game point streak. ... Stars D John Klingberg had an assist, closing the season on a four-game point streak. ... Kings F Torrey Mitchell (flu) missed his second straight game.
Stars: End of regular season. Did not qualify for playoffs.
Kings: Visit the Golden Knights to start the first round.
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