The Northern Irishman is on course for his second SPL title as Celtic boss and oversaw an impressive run to the last 16 of the UEFA Champions League this season.
However, following the 5-0 aggregate defeat to Juventus on Wednesday, Celtic chief executive Peter Lawwell acknowledged there could be interest from other clubs in his manager, while Hoops 'keeper Fraser Foster said he could envisage Lennon moving on.
But Lennon said: "It (speculation) makes no difference to me. I am the manager of Celtic and I am one of the privileged few who have been lucky enough to do this job. I enjoy it, I love what I do.
"I can't stop speculation about players or myself but at this current period I am Celtic manager and I don't see any reason for that to change in the future.
"Does it flatter you? It just means that you might be doing a decent job along the way.
"But why are we talking about me leaving Celtic all of a sudden? I am only three years into the job. I am doing my job, I haven't done a job. I want to improve myself, the team, the players and take the club forward.
"We have made huge strides this season. It is going to be difficult to replicate it next season but that is the challenge that lies ahead."