"I am very happy here and I want to fight to help the team to move up the table," Benteke said after scoring a double to lift Palace to a 2-1 win over Bolton in their FA Cup replay.
"We deserve it with the players that we have got.
"Now we have to show it on the pitch.
"[The speculation] makes me laugh. I am used to it since I am in England.
"Now it is maybe two or three years in a row they talk about 'Christian is going to leave'.
The Belgian represents Palace's club-record signing, as they spent £27million last summer to sign him from Liverpool.