The 22-year-old Belgium international scored 19 Premier League goals this season and has been linked to with a move away from Villa Park, with Arsenal among the clubs mentioned as a possible destination.
Quoted by The Sun, Benteke said: "If Aston Villa say I must stay, I won't necessarily accept that. I do not in any way want to feel I didn't get the most out of my career. I try to get everything."
He added: "Of course playing the World Cup in Rio is in my head. But I have no fear of falling out of the team. There is no point in me getting into a tug-of-war with Villa.
"If the chance comes up for me to join a club like Arsenal, I'm convinced we can reach a compromise where everyone comes out a winner."
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