Lennon's side went down 1-0 at St Johnstone, the Buddies lacking the final ball to hurt their hosts.
Saints, and Esmael Goncalves in particular, looked the livelier team in a scrappy first half at McDiarmid Park, but they struggled to carve out a chance when chasing the game.
Lennon said: "I said to the players before the game that it was still very much in our hands and that prior to the cup final on the 17th we have five cup finals.
"We need to produce top performances and make sure we pick up victories.
"That's one out the road but we will be taking the next four and trying to give ourselves every opportunity.
"That's two out of three games where we are playing on difficult pitchess, but we have got to be intelligent and adapt."
Elsewhere, Kilmarnock manager Kenny Shiels says it is obvious what new signing Kris Boyd will bring to the team.
Boyd, who scored 164 goals in spells with Killie and Rangers between 2001 and 2010, re-signed before Saturday's 1-1 draw with Aberdeen at Rugby Park.
The Killie boss said: "It was great to get him in and it's great to have that type of person back in the squad.
"He will be back in with us on Monday and we will work from there. It's self-explanatory what he will bring, he is the top scorer of all-time in the SPL (era).
"I can see there is a hunger there and he's an excellent professional."