The 22-year old Belgian is looking for a move away from Villa after scoring 19 goals in his debut Premier League campaign last season but Newcastle Jets star Heskey suggests he should proceed with caution.
"Benteke's handed in a transfer request so that's going to be very interesting. He's a young lad who has ended up fourth on the goalscoring charts so he's had a great season," he said.
"Everyone is comparing him to (Didier) Drogba, so you don't know if there's a little comparison there.
"It's going to be difficult for him whoever he goes to. With only one season under your belt and within the best league in the world, can you cope with it season-after-season? Only time will tell."