At the Hoops' hotel, a local journalist, in the most offbeat way, engaged the bemused Parkhead boss in discussion about various topics including Sir Sean Connery, rivals Rangers, and ex-Celtic star Aiden McGeady, who now plies his trade for the Russian outfit, before a Uefa official eventually stepped in.
The Northern Irishman posted on his Twitter account afterwards: "Well that was one of the more bizarre press conferences I've had to do."
Lennon was asked if he would help Old Firm rivals Rangers, if he had €100million to spend.
The former Celtic skipper jokingly responded: "Would I help Rangers? If I had that money you wouldn't see me again, I would be in Las Vegas or somewhere like that!
"I have no idea how I would spend the money, I would invest it in the club and team and keep a little for myself."
Lennon was also asked, on the theme of benevolent club presidents and owners, if he would approach Sir Sean Connery if Celtic had any financial problems.
Almost incredulous at the random link between the Scottish actor and the Parkhead club, he replied: "You've done your homework, haven't you?
"We don't see having too many financial problems. The club is run very well and we have to work within our means.
"We don't have the finances of English clubs or a super-rich owner who is quite happy to plough loads of money in.
"We run the club as a business, we have a budget and a strategy set and we work within that and it has been very successful for us.
"But if you have Sean Connery's number I will take it off you."
Lennon – who at one point asked the Uefa interpreter of his Russian inquisitor, "is he a real journalist?" – was asked if a monument should be built in honour of ex-Celt McGeady for earning the Parkhead club a reported £9million when he joined Spartak in 2010.
"A statue?" said the Celtic manager.
"You need to do a little bit more at a club like ours to get a statue. Only people like Jock Stein and the great Jimmy Johnstone are worthy of that so far.
"Aiden is a tremendous player, very talented and definitely one to watch tomorrow and I'm sure he will be even more motivated than usual against his old club.
"He was a great servant to Celtic and is still held in high esteem.
"He has improved since his days at Celtic. In the games I have watched Spartak play, Aiden has probably been their best attacking player.
"He looks in good condition. We all know how good he is on the ball but his movement off the ball is excellent. He covers the ground very quickly and he will be a threat.
"He will want to win the game and he will want to play well.
"I think there is an extra edge when you are playing against your former club and he will want to show everyone how his all-round game has improved since he left."