Benteke is a £25million target for Chelsea, Arsenal and Spurs and the race for the forward's services will hot up after he handed in a transfer request last week.
But Collymore insists Villa are under no pressure to sell Benteke, 22, who was a £7m capture from Genk last summer.
Benteke is Belgium's main striker but Collymore says disciplinarian Lambert will not think twice about freezing him out.
Lambert showed his strength last season by leaving Darren Bent on the bench after a series of run-ins with the striker and a lack of game time could force Belgium boss Marc Wilmots to select Romelu Lukaku ahead of Benteke.
Collymore said: "There is a World Cup coming up next summer and Lambert has a track record that shows, if you cross him, he will leave you on the bench.“There is a World Cup coming up next summer and Lambert has a track record that shows, if you cross him, he will leave you on the bench”Stan Collymore
"Villa's financial outlay on Benteke isn't enough to stop Lambert saying, 'If you start messing us around we will be quite happy to leave you out'."