Benteke has made a big impact since his £7m summer move from Genk, so much so that he has already been linked with a move away from Villa Park.
This speculation was fuelled by the 21-year-old's admission that he "loves" Arsenal, but Lambert is confident that Benteke is happy at the club.
"I think it's been a bit naughty and misconstrued of what he said and been reported in Belgium. I know what it is like when that happens so I'll take it lightly. He is a big guy and doesn't say two words," said Lambert.
"In any case, if you ask any young footballer they will have a team and players they have followed. Listen, I'll reassure the fans that the big guy is more than happy. He is playing really well. If he wasn't happy, he wouldn't be playing the way he is. Christian has been excellent. He's been a real handful against most of the teams he's faced.
"He's not just doing it for us, he's been doing it for Belgium. People forget he's only 21 and isn't the finished article by any stretch of the imagination. But he is going to be one hell of a player, that's for sure, and I think he's worth every penny at the minute."
Benteke has scored four goals in nine games for Villa so far this season.