The Belgium international handed in a transfer request during the summer, before withdrawing it and signing a new contract at Villa Park.
There was reported interest from several clubs, but the Scot brushed off claims that his striker was close to reaching an agreement with another team.
"I didn't worry about [him leaving] I knew myself what was going on, so I was not going to get caught up in something that was never going to transpire," Lambert told reporters.
"Nearly every team alive were meant to be coming in for him. I was not bothered. I knew what was happening, I was never really bothered because I knew he was never going to go anywhere."
The Villans host Tottenham Hotspur this afternoon.