The Belgium international has made a massive impact at Villa Park since his summer move from Genk, and has replaced Darren Bent as the team's first-choice forward.
The 21-year-old was quoted in some newspapers as saying he thought Villa "were a London club" when he signed and that he "loves Arsenal", but Lambert is adamant Benteke is settled in the midlands.
"Christian has been excellent," the Villa manager said. "He's been a real handful against most of the teams he's faced.
"He's not just doing it for us, he's been doing it for Belgium. People forget he's only 21 and isn't the finished article by any stretch of the imagination.
"But he is going to be one hell of a player, that's for sure, and I think he's worth every penny at the minute."
Regarding Benteke's recent comments, Lambert said: "I think it's been a bit naughty and misconstrued of what he said and been reported in Belgium.
"I know what it is like when that happens so I'll take it lightly. He is a big guy and doesn't say two words.
"In any case, if you ask any young footballer they will have a team and players they have followed.
"Listen, I'll reassure the fans that the big guy is more than happy.
"He is playing really well. If he wasn't happy, he wouldn't be playing the way he is.