There has been speculation that Benteke could become a target for one of the leading Barclays Premier League clubs during the January transfer window.
But Lambert said: "There's no point in us even being here if it's a case of bringing people in and then letting them go.
"What's the point in that? We're trying to build something here which can take a few years and you need good players with you to achieve that.
"There's no point in them coming for half a season or a year and then we let them go. That's not the right way."