The Belgium international is proving a bargain buy at £8 million with his performances since his summer move from Genk.
Villa have offloaded key players such as Gareth Barry, James Milner, Ashley Young and Stewart Downing in recent seasons.
There has been speculation that Benteke could become a target for one of the leading Barclays Premier League clubs during the January transfer window.
But Lambert said: "There's no point in us even being here if it's a case of bringing people in and then letting them go.
"What's the point in that? We're trying to build something here which can take a few years and you need good players with you to achieve that.
"There's no point in them coming for half a season or a year and then we let them go. That's not the right way."
Lambert will look to strengthen his squad next month.
When asked if he will look to sign a couple of players in January, Lambert said: "That's the plan, to look at that. I will talk and see what we have.
"I don't think you stand still. I think you've got to look to improve."
- Sports & Recreation
- James Milner
- Gareth Barry