The former Liverpool and Aston Villa front man has been linked by media with a move to either Everton or Chelsea in recent weeks as both clubs seek to reinforce their attacking options ahead of the start of the new season.
As he seeks to confirm his place in the Belgium squad for the World Cup finals in Russia next year, the 26-year-old wants to remain with new Palace manager Frank de Boer.
"I'm very happy," he said. "I want to be part of the project of the manager and I'm looking forward for this new season.
"I want to perform and to score more goals and to really help the team to reach where they want to be.
"Since we came back for preseason I didn't really want to talk, but I want to be here.
"There's the World Cup and that's an important aspect of being with the club and you have to perform to be part of that group."
Benteke showed an improvement in his form in the second half of the last season as Palace avoided relegation and he believes the club can now look forward to the season ahead.
"I think with the squad that we have and the players that are coming we have to be really ambitious and have to try to play our best in the league," he said.
De Boer is hopeful next year's World Cup finals will have a positive impact on his squad as Benteke and others aim to find their form in the build-up to the tournament next summer.
"Sometimes it's a good thing for the World Cup coming for a manager, and I think it's the same for Yohan Cabaye," said de Boer.
"Sometimes you have to take advantage as a manager and for me I hope he can play every game and score all of the goals he wants to score and that's a benefit for the club, the manager and for Christian himself."
(Reporting by Michael Church, Editing by Amlan Chakraborty)
