The 21-year old Belgian continues to make a positive impression in English football following his £7million summer move from Genk and is starting to attract the interest of rival Premier League clubs.
But Lambert warned any potential suitors that Belgium international Benteke, who has scored five goals in all competitions, will not be leaving Villa Park anytime soon.
"Christian has been excellent for us. He is a big strong lad but he can also play," said the Villa boss.
"If he keeps progressing the way he has so far, he will be an incredible player.
"I have to hold onto Benteke. He's going nowhere.
"I have run out of things to say about Christian. He is not the finished article but he has been excellent for us and a fans' favourite.
"You have to be a good player to get into the current Belgium side and he has scored plenty of goals for them already.
"He might not peak for a few years yet. He's only 21 and can be anything he wants."