Benteke helped Villa avoid relegation by scoring 19 goals in his first season in the top flight, but quotes in a national newspaper suggested he wants a fresh challenge in the summer.
The 22-year-old's comments, which revealed an admiration for Arsenal, appear to have riled Lambert as he believes talks have already begun over improving Benteke's existing contract.
Lambert has warned the Belgian that he still has plenty to prove in the Premier League before he can be considered a major star.
"I don't really 100 per cent know what's happened but he's got three years here at Aston Villa and the club have always come first," said Lambert
"He's had one of those seasons where he's never really been injured and he's never been suspended except the last day.
"It's a unique thing, and he's got to remember that he's only 22 years of age. He's got so much to learn.
"He's only a kid starting out and he's going to have ups and downs like everybody else. Once he starts to play 400 or 500 games you might think, 'yeah, he's a good player'.
"I think sometimes we've got to have a reality check here. This lad's only been in Britain for 10 months. He's got the status at Aston Villa and everybody loves him."
Benteke suggested he wants to join a bigger club to improve his chances of selection for Belgium's 2016 World Cup squad.
"If Aston Villa say I must stay, I won't necessarily accept that," he was quoted as saying in The Sun.
"I do not in any way want to feel I didn't get the most out of my career. I try to get everything.
"Of course playing the World Cup in Rio is in my head. But I have no fear of falling out of the team. There is no point in me getting into a tug-of-war with Villa.
"If the chance comes up for me to join a club like Arsenal, I'm convinced we can reach a compromise where everyone comes out a winner."