Villa have suffered a disappointing season so far and are 19th in the Premier League table but Benteke has impressed since arriving from Genk for £8m, scoring 14 times so far.
Such form has led to the Belgium international being linked with Arsenal, Chelsea and Manchester United but Lambert says any potential purchasers would have to pay a very large fee.
"When Christian came into Villa, people were saying to me 'who is he and why are you going for someone from Genk?'" said Lambert.
"With what he's done, he's a cult hero already.
"He's only 22 and he's got years and years ahead of him. He's not at his peak, but what he's done for me and for the club is fantastic.
"If someone wanted to buy Christian, they'd better have a few quid in their pocket."
Asked whether Benteke's performances have doubled his value since his arrival, Lambert added: "Yes, by miles.
"He's not just going to walk out of here for the value he came for, that's for sure.
"We have given him the opportunity to show what he can do and I think he is loving his football at the moment."
It has been rumoured that Benteke is hoping to leave but Lambert said: "If that's the whispers coming back then it's funny, because he doesn't speak!
"I've not heard it, he's a cracking big guy and really humble. If he keeps that, he could be anything he wants to be."