Benteke has been mentioned as a potential replacement for compatriot Romelu Lukaku at Everton following the striker's switch to Manchester United, while Chelsea have also been credited with an interest to boost their attacking options.
De Boer, who replaced Sam Allardyce as manager at Selhurst Park, said Benteke was happy at the club, where he scored 15 goals in the Premier League in his first year.
"He's happy here and we really want him to stay," said the Dutchman. "He made a great impact last season, especially in the second half of the season, and he is crucial to us and we don't want to sell him."
Crystal Palace struggled last season until Allardyce replaced Alan Pardew at the helm and the former England manager eventually steered the club away from the relegation zone before standing down from the post.
De Boer, who joined the club after stints with Ajax and Inter Milan, was delighted to secure the services of highly rated midfielder Ruben Loftus-Cheek on loan from Chelsea for the season.
"He showed already when he played some games for Chelsea that he's a very talented player and with his skills and his physical presence he can be very useful for our squad," said de Boer.
"These players at that age have to play games and I think you have to ask Chelsea if it's good development for him to play with a coach like me or at a club like Crystal Palace. It benefits both sides.
"I convinced him to come, that's good for me and for Crystal Palace. It helps that it's in London, it's the first chance for him at this club and with this manager."
(Editing by Peter Rutherford)
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