The 21-year-old Belgian has had a positive impact at Villa Park following his summer move from Genk, with four goals in 10 games.
However, he has now revealed that he supports the Gunners and is a particular fan of former Highbury hero Thierry Henry.
"Arsenal are the club I love. I like their philosophy of selecting young players and, besides, they had Thierry Henry," said Benteke. "For me he is the best player in the world and was my boyhood idol.
"I'm not afraid of making enemies at Villa by saying I love Arsenal.
"One can say worse things. I'm a Villa player for now. They're the right club at the right time."
Benteke is expected to start for Villa when they visit Premier League champions Manchester City on Saturday.