The Belgium international has attracted interest from Tottenham, Liverpool and Chelsea but Andre Villas-Boas' side will not meet the striker's £25 million valuation
The Belgium international has attracted interest from Chelsea, Tottenham and Liverpool this summer after scoring 19 goals in his debut Premier League season with Paul Lambert's side.
Goal reported on Wednesday that Tottenham will not meet Villa's £25 million valuation of the 22-year-old striker, while Gregory believes Benteke should remain at the club for at least another season.
"It really is quite sad and a kick in the teeth for Paul [Lambert]," Gregory told The Birmingham Mail.
"When Dwight [Yorke] told me he didn't want to play for Villa anymore I was like: "Whaaatttt?" Paul will feel the same, I'm sure.
"Yorkey put in a good few years before he left; this is a guy wanting to go after one good year and that just does not sit right with me, i'm afraid.
"Someone like Christian Benteke, an ever-present virtually, saying he wants to leave smacks of someone who has no respect for the club that has turned him into one of the most exciting players in the Premier League. No respect at all."