However, Vardy has claimed that Benteke's goal should have been disallowed, with the goalscorer saying that his opposite number committed a foul on Yohan Benalouane.
The 30-year-old is quoted by BBC Sport as saying: "We're a bit gutted with the result in the end - if we'd held on to the two-goal lead for a bit longer, we'd have been fine.
"For their second goal I thought Christian Benteke used Yohan Benalouane as a step-ladder so you'd have thought it would be blown for a free kick.
"With the side we put out today, we definitely went for it so to get a goal was fantastic but I would've preferred the three points with it."
The point for Leicester leaves the club sitting in 12th place in the Premier League table.