The Hoops finished off their Clydesdale Bank Premier League campaign with a convincing 4-0 win over Dundee United at Tannadice.
Kris Commons gave the champions the lead with a 30-yard free-kick in the 11th minute before Georgios Samaras helped himself to a double, the first with a deflected drive in the 17th minute and a header 10 minutes later.
With five minutes remaining substitute Anthony Stokes, on for Commons, completed the rout.
Lennon, who guided his side to the last 16 of the Champions League this season, said: "I was delighted with the performance. I got everything I wanted today.
"The cup final is all on the day but we will prepare as best we can, we will prepare like it was a Champions League game.
"We will train intensely, even though it is the last game of the season there will be no switching off.
"We will do a lot of analysis with the players and obviously we will have a look at some of our recent games at Hampden to see how we can improve on things.
"We will cover all the bases."
Lennon will assess Charlie Mulgrew (knee), James Forrest (stiffness) and Adam Matthews (knee) next week.
He said: "We will know by next Thursday if they are fit and if they are they will come into the squad.
"Adam is the real problem because he hasn't played since Juventus (in February) so he is a major concern.
"He has been training but he picked up a little injury again on Friday and we will have to wait and see."