Lennon, who is preparing his side for Saturday's trip to Kilmarnock, has again been linked with the vacant position at Sunderland.
Despite ruling himself out of the running to replace Paolo Di Canio earlier this week, continued speculation forced him to repeat his stance.
Speaking to Sky Sports News, he said: "Being linked with other jobs can be a little unsettling because there is no substance to it. But it is what it is... speculation.
"It doesn't detract from the focus I have on the job at Celtic but it is nice to be talked about when these jobs come up.
"However, it would take a heck of a lot to leave Celtic. There is a lot to give up here."
You can catch more of Neil Lennon on Weekend Warm-Up on Sky Sports News this evening from 6.00pm where we will also be hearing from Simon Mignolet, Tim Krul, John Ruddy, Jonathan De Guzman and more.
And you can see Celtic take on Kilmarnock at Rugby Park from 12.30pm on Sky Sports 4 this Saturday.