The 22-year-old Belgium international has enjoyed an impressive first season with Villa after moving from Genk for £7m last summer.
He has scored 22 goals, including 18 in the Premier League, and that has led to speculation linking him with a big-money transfer.
However, Benteke told the Birmingham Mail: "I am very happy to play at Aston Villa.
"I try to enjoy doing my job. When I come to the training ground I try to keep smiling because some people in their life have some hard jobs so we have to enjoy our jobs. That's why I try to be positive all of the time.
"When I came the fans gave me a lot of respect and I try to give it to them back on the pitch."
Benteke was named the players' young player of the season at Villa's annual awards dinner on Tuesday evening.
He said: "I am very proud to get this trophy but I would like to say thank you to my team-mates and to the supporters. The supporters are with us all the way and I'm very proud.
"I think Paul Lambert is a very good manager. We have a young squad and he is always behind us. For a young team like us it is very important to have a trainer that is behind us."