Lambert has described Benteke, who scored on his debut against Swansea, as "unplayable' when he is on top form.
He told the Scottish Sun: "He is the perfect manager for me. He has given me a lot of confidence so I enjoy working for him. I want to give him the same back on the pitch.
"The manager has told me he thinks I can improve as a player and I want to show him that.
"Marc Wilmots has spoken to me about Paul Lambert. He said that he was a very good player and is a manager I will enjoy playing with.
"When you know that your coach wants you, for your club and for your national team, then it makes it much easier to play and enjoy your football."