But, after steering them to the last 16 of the Champions League with a 2-1 victory over Spartak Moscow, the Hoops boss is happy to concede he was wrong. Majorly wrong.
Lennon is so proud of the achievement, not least because he knows how far this fledgling team have travelled together.
From the opening qualifying games – all four of which they won – to taking 10 points in a Champions League group which they entered from the bottom pot of seeds.
Like a protective and doting father, he has watched his Bhoys first learn to walk, then run with the big boys.
Today as he tried to take it all in – and as the club's treasurer prepared to receive another cheque for £5million for Celtic being involved in the last 16 draw a fortnight today – Lennon tried to put his feelings into some kind of context.
He said: "What was the better feeling? Beating Barcelona here or defeating Spartak and getting to the last 16? That's a great question.
"You can't beat defeating Barcelona in a one-off match. But, from a manager's point of view, for your record, to have a last 16 of the Champions League on your CV, it is magnificent."
That respect, glory and kudos is shared with a group of players who have overcome the odds to be in the hat with 15 top European sides on December 20.
Lennon reckons it might take until then, or until they step out against their opponents at the end of February – the first leg against a group winner will be at Celtic Park – for the enormity of what they have achieved to sink in.
But he will not be surprised if it takes much, much longer than that.
"I don't think the players realise yet what they have done," he insisted. "They probably won't realise until later on in their careers the magnitude of the achievement and the quality of the teams they have been playing against."
Lennon is speaking from vast and painful experience.
As a player, he was involved in several unsuccessful attempts to reach the last 16 with Martin O'Neill before finally getting there with Gordon Strachan in 2006.
He takes immense pride from joining the Scotsman in having achieved this as a manager.
But he takes even more satisfaction from seeing the players he has brought together do it in their first foray into the Champions League.
Lennon said: "It will mean a hell of a lot to them. They have been fearless this season and have shown great composure, particularly away from home where our record in Europe improved no end.
"We have had a four-year sabbatical from the Champions League, so this is a different group.
"It's a different team, with a different mindset, and they performed heroically."
Lennon believes the foundations were laid in the qualifying rounds against Helsinki and Helsingborgs, all ties won by a side who were not prepared to let the fact they had only just come together be any kind of barrier to their progress.
The Celtic boss said: "If you look at Fraser Forster, Victor Wanyama, Gary Hooper, Kris Commons, Charlie Mulgrew, they have all grown and grown.
"Kelvin Wilson and Efe Ambrose at the back have been rock solid. Mikael Lustig, too.
"We have a lot of foreign players here, and they don't have the British mentality. They have played in Europe and in international football.
"They knew a little bit about what was needed here, but, as a collective, they have really galvanised themselves for these games, probably to the detriment of their domestic form.
"It is a phenomenal achievement to get 10 points in this competition. I believe no other Scottish team has done that, and they have qualified from a group which was very, very difficult.
"To pip a team like Benfica is very, very satisfying."
The Portuguese pushed Celtic all the way to the final minute of the final game, and Lennon explained the agony he went through – along with the Celtic support – as the seconds ticked down to confirm they were, indeed, going through with Barcelona.
"Compared to playing, managing is much more difficult," he said, the mental exhaustion etched on his face.
"When you are a player, you are out there on the pitch with your team-mates. You are free, and you have a job to do.
"There is pressure, clearly. But when you are a manager, and you are sitting there watching it, and at times there is very little you can do, that's when the job becomes very, very difficult.
"You are always worrying about things like your team selection."
Lennon got that spot-on last night, and was not afraid to make the necessary changes as the game ebbed and flowed.
He said: "We changed it later in the first half because we felt we were not getting enough of the ball. We got the goal from Gary, but we were tentative. I felt we were much better in the second half."
Good enough to make the last 16, and put the name Celtic back up there among the big-hitters of Europe.