The Aston Villa striker has been ruled out of six months after suffering a torn Achilles, meaning he will miss Belgium's first appearance at the tournament since 2002
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Belgium's qualification for the showpiece in Brazil marked the first time that they have reached the finals since 2002, and Marc Wilmots' men have been tipped to shine at the tournament.
Lambert feels for his striker, but he believes that Benteke will have chances in the future to make an impression on the biggest stage.
"No one knew the extent of the injury and we had to wait and see what it was," Lambert told reporters. "We were hoping it was just a strain but weren't sure until he went to the hospital.
"He's okay at the moment but whether that's just a feeling of shock I'm not sure. He knows he's going to miss the World Cup but he's in a generation of Belgium players you think will qualify for more tournaments."