The Scottish champions have enhanced their reputation in home and away games against Barcelona, narrowly losing at Camp Nou before claiming a famous victory in Glasgow.
They are second in Group G and in control of their own destiny, but Lennon does not want complacency to creep in ahead of tough clashes with Benfica and Spartak Moscow.
He said: "I really enjoyed the first game against Benfica and qualifying against Helsingborgs was a tremendous night for the players and the supporters. The win in Moscow was a huge psychological lift and it broke the hoodoo.
"Benfica away is as difficult as Barcelona away. Spartak at home will be very dangerous because they might just come here with nothing to lose."
Celtic drew 0-0 at home to Benfica in a tight opening fixture which was the debut Champions League group game for the vast majority of their team.
But they have grown in confidence since then with a 3-2 win over Spartak showing they could take the game to teams away from home, before they defied the odds with their performances against Barcelona.
Ahead of Tuesday's trip to Portugal, Lennon said: "So far the players have given us a hell of a ride. I don't think anyone would have expected us to be where we are now.
"We have given ourselves a good foothold in the group and the players are developing very well.
"The expectation after the Barcelona game is that 'you are going through to the last 16, it's going to be comfortable for you'. But we still have a lot to do."