But losing his job as Celtic boss does. In fact, it is the only thing that does.
The Hoops gaffer was asked earlier this week about the prospect of managing in the Barclays Premier League, and responded with typical honesty that it might appeal to him one day.
However, he has no wish to make that switch any time soon, and has now qualified his answer by adding that the ideal scenario for him would be to be a manager in the English top flight – of Celtic.
Unfortunately, the door remains firmly closed on the Parkhead club, so Lennon will just have to satisfy himself with competing against the best Europe has to offer in the Champions League and trying to win the domestic Treble.
Having safely negotiated a tricky William Hill Scottish Cup replay at Arbroath on Wednesday, Lennon has now turned to stretching their SPL lead with a home win over St Mirren tomorrow.
"We have to start playing better at home," said Lennon. "Everyone thinks that our SPL duties are pretty mundane compared to the Champions League. But I would not say it was mundane; I'd say it is our priority.
"It's important we start to play like the champions we are consistently in the league."
That's ominous for those clubs that have been able to hold on to Celtic's coattails in the title race.
Their best hope may still be that Celtic get the call to move over the border, or even further afield if plans for a Euro league ever come to fruition.
That is not on the immediate horizon, and Lennon knows it is folly for any manager to look too far ahead.
He said: "I was asked would I ever entertain going to work in England, and I said that, if the scenario ever came around, I'd look at it.
"But I have so much work to do here.
"The ideal scenario would be to manage Celtic in the Premier League."
Asked if he sees himself still being in situ at Celtic 10 years from now, Lennon replied: "If I'm here next year, I will be very, very happy.
"Seriously, that's the nature of the job.
"The one thing I fear the most is the sack, and I think that's the same for most managers.
"I don't take this job lightly and never take it for granted. I'm always wary of what's ahead of me.
"It's nice to look back sometimes and reflect. But, really, you live in the present, and the most important thing on my mind now is St Mirren tomorrow."