I just compiled small plugin from code available online, which will disable password reset function “Lost your password” in WordPress. This will enhance security of your WordPress site especially in case if you have lot of WordPress sites and you want to be able to change passwords only from MySQL.
On top of that it will disable error message which tells potential attacker, what he mistaked username or password while typing the name.
Do note that if you forget password you will not be able to reset it through “Lost your password?” but only on one of the more advanced ways listed on Resetting Your Password WordPress Codex page.
You can download plugin here: Disable Password Reset WP Plugin