Having shocked everyone by taking a Celtic side - which, when placed among the 32 competing in last season's group stage of the Champions League was in the bottom pot in terms of cost to assemble -to the last 16, he is now fighting with everything he has at his limited disposal to avoid being accused of fluking it.
This year's campaign has, to date, yielded no points and no goals.
Celtic have only once before reached the midway point of a Champions League group stage without a point. That was in 2004-05, Martin O'Neill's final season in charge.
Tonight, when Ajax come to Parkhead, would not be a good time to replicate that.
While no-one can ever erase from the record books what Lennon and his rookie side achieved last season, he will be aware there is a real risk it can quickly be filed under 'lucky' if the follow-up is not up to par.
That's where expectation becomes the enemy. It doesn't matter this season's group is much tougher than the one so well-contested 12 months ago, when Benfica, Spartak Moscow and Barcelona were rivals.
The fact Celtic came into this on the back of a best-ever 10-point haul and last 16 run as opposed to from a Europa League campaign, which saw them fail to qualify from their group, meant expectation levels were raised well above the reasonable.
While Barca were everyone's tip to romp away with Group H, many peering through green-and-white-tinted specs could see Celtic easing into the position directly behind Messi and Co.
Indeed, the bookies quoted them at a ridiculous 4-1 to qualify for the last 16 immediately after the tense play-off defeat of Shakhter Karagandy.
When the draw for the group stage was made a few days later, and reality started to dawn, they pushed that out to 10-1.
Today, after defeats to AC Milan and Barca, those odds are 25-1, and they will go off the scale if Celtic fail to beat Ajax this evening.
Given the lack of points to date, and the handicap of going into tonight's game having lost Scott Brown to suspension, plus Kris Commons, Adam Matthews, Derk Boerrigter and Steven Mouyokolo to injury, if Lennon can lead Celtic to the last 16 this time around, it would be a much greater achievement than last season.
He admits defeat tonight would mean 'curtains to the chances of qualifying', even though he is confident they can take points on the road, including when they travel to Amsterdam in a fortnight.
However, Lennon cannot allow his thoughts to extend beyond tonight's game, and the team and tactics selection he must make for it.
"The game is there for us," said Lennon defiantly. "We do have big players missing, but there's nothing we can do about that."
Precedent adds resonance to his battle cry. Last season, they defeated Barcelona without top striker Gary Hooper, Emilio Izaguirre and skipper Brown.
How many people recall loan misfit Miku led the line that night as Victor Wanyama and sub Tony Watt got the goals which rocked the world?
There are other examples of how Lennon has overcome the loss of key personnel and proved what an astute man-manager and tactician he is.
Those qualities will have to come to the fore again this evening, and Lennon must convince everyone selected that, individually and collectively, they are good enough to defeat the Dutch champions.
"There is a wealth of experience now at this level, and we might even shade it in terms of experience over Ajax," said Lennon.
"And, we're at home, so I think we have the advantage going into the game.
"I don't think anything fazes this team. They have been in pressure games for two or three years now and have handled it quite well."
Publicly, Lennon lauds the side that's won the Eredivise for the past three years.
But, behind closed doors, he can remind his men they are playing a side who have won only one of their last 10 Champions League ties, including qualifiers.
He can emphasise Ajax are not renowned travellers, and have failed to win on the road since May, either domestically or in Europe.
He can point to genuine, proven match-winners in James Forrest - who, Lennon revealed, the club feared had been suffering from meningitis when he was hospitalised last month - and Georgios Samaras.
He can also single out Fraser Forster, now recognised as one of the top keepers in the Champions League and attracting interest from England and across Europe.
He can invite his players to harness the power of the support which will be willing them to victory.
What Lennon must not do is allow them to fear the occasion, or the consequences if they do not win.
All of this will require every ounce of knowledge he gathered as a player and has gleaned as a manager.
He likes nothing better than to face up to a challenge, and is attempting to create a team in his own image.
Well, not quite, because Lennon was never renowned as a goalscorer, and badly needs one to step forward at this time after watching his side fail to find the net in their last four Champions League ties outwith play-offs and qualifiers.
"We've played well enough and created good enough chances," Lennon insisted. "I'm not going to dwell on it, and I think it's inevitable the goals are going to come."
Tonight would be the perfect time for his players to prove him correct. But, Lennon knows Ajax are not going to turn up and let Celtic dictate.
"They will see this as an opportunity to win, as well, and will try to take the sting out of the crowd," said Lennon.
"We've got to try and combat that.
"They are not in the same class as Barcelona - not many teams are. But, certainly, they can play and they have goals in them as well."