The Belgium international has made a massive impact since his £7m switch from Genk but was reported by the press in his home country as saying that he thought Villa "were a London club" before he signed and that he "loves Arsenal".
But Lambert believes the 21-year-old's comments were taken out of context and says Benteke has not expressed a desire to leave Villa Park.
Lambert said: "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.
"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."