The tall Belgian forward has been a revelation at Villa Park since joining Aston Villa in the summer and the Scottish boss insists he will not be sold in the January window
The former Genk striker has registered around a goal every two games for both club and country over the last two seasons, including nine goals from 18 appearances this season.
Benteke has ousted Darren Bent from the Villa first-team, featuring in 14 games since moving to the club in the summer, and has garnered many admirers, not least his manager.
"Christian has been excellent for us,” said Lambert, speaking to Sky Sports. “He is a big strong lad but he can also play.
"If he keeps progressing the way he has so far, he will be an incredible player. I have to hold onto Benteke. He's going nowhere."
Lambert also noted that although Benteke has hit the ground running, he still has lots to learn and if he continues working hard and improving then the sky is the limit.
"I have run out of things to say about Christian,” he added. “He is not the finished article but he has been excellent for us and a fans' favourite.
"You have to be a good player to get into the current Belgium side and he has scored plenty of goals for them already.
"He might not peak for a few years yet. He's only 21 and can be anything he wants."