Now, ahead of the final Group G tie against Spartak Moscow, his biggest task will be to manage nerves.
It all comes down to the final 90 minutes, and after appearing to have all-but booked their place in the last 16 with the magnificent victory over Barcelona, the thought they might now not go through is sure to cause some nerves to start jangling.
Let me say from the outset that I do think they will make it through.
Had Benfica's tie against Barcelona been in Lisbon, I wouldn't have been so confident as the atmosphere in their stadium would have been a huge advantage.
But even though Barca are already sure of top spot in the group, they are a very tough team to beat on their own patch, no matter which players they select on the night.
I know Manchester United, who had already qualified, lost to Galatasaray on Tuesday. But that was in Turkey, not Old Trafford.
So that leaves the way open for Celtic to join the Catalan club in progressing to the last 16, and the most important thing is that they do not let the occasion get to them – or leave the pitch with regrets.
It's a massive opportunity for them to reap the rewards for what they have achieved in Europe this season.
The improvement and development in their performances deserves a chance to go into the knockout phase.
But they will have to hold their nerve to achieve this, and hold the ball better than they did in Lisbon.
As was proved against Barcelona, it is not how much possession you have, but what you do with it when you get it.Celtic simply didn't use the ball well enough in Portugal, and paid the price.
They made a poor start, and conceded a sloppy goal. But they showed their character and threat by coming back to equalise.
And, as we went into the break, I reckoned Benfica were looking edgy and I was pretty confident Celtic had turned it around.
Fraser Forster was immense again, and after that shaky start, Efe Ambrose and Kelvin Wilson looked to be handling the situation well.
I had been fortunate enough to watch Neil Lennon put his players through their paces in training at the stadium the night before the match, and it was clear he knew Benfica's wide players would be sending in lots of crosses for Oscar Cardozo, so a lot of work was done on countering this.
Sadly, it was another high ball into the box which led to Benfica's winning goal, and that must be disappointing for all involved.
Losing Scott Brown to injury was a blow, and the gamble to get through the group before sending him in for surgery on his hip problem has not paid off.
But Scott needs to be fully fit to make his influence pay, and that influence has been seriously impaired. A few players also appear to be showing signs of how many big games they have played and how many niggly injuries they have.
As I travelled back with the team, I felt they were all disappointed with the display, even more than they were by the fact a chance to get to the last 16 had been passed up.
That says a lot about the mentality and team spirit Neil has instilled in them and the standard which has been set.
They will not be found wanting in terms of effort when it comes to facing Spartak, but Neil will have to give a lot of consideration to his team.
With Scott likely to miss out with the suspended Victor Wanyama, the midfield is key.
Having the pace of James Forrest available would be a huge bonus as his ability to take the ball far upfield allows the defence time to regroup.
That wasn't there in Lisbon, and, while Benfica did not put Celic under the cosh like Barca, they still kept them pushed back for long periods.
That's not how it is likely to be at Celtic Park in a fortnight, and, even with the personnel issues, I believe Celtic have enough to get the job done.
They can overcome Spartak as Barcelona beat Benfica. But first Neil's men must overcome the nerves.