Aston Villa striker Benteke suffered a torn Achilles in training earlier this week, ending his season and hopes of featuring at the World Cup for Belgium later this year.
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.
Villa boss 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 said.
"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."
