And just like their opponents in next month's showpiece, Celtic edged a seven-goal semi-final classic after extra-time by beating Dundee United 4-3.
The win keeps Celtic on course for a domestic double, with the team requiring one more point to retain the championship.
Lennon insists his charges deserve praise for their efforts this season, when they have reaching the last 16 of the Champions League and the semi-finals of the League Cup.
"I am so proud for the players. They have had a monumental season up until now," Lennon said. "This was pivotal for us. Otherwise the season might have petered out so I am so happy.
"They are one point away from winning the title, we have had a great European campaign, we fell short in the Scottish Communities League Cup semi-final and we are in a cup final.
"They have performed heroically. Some of them are dead in their feet at the minute. We are delighted for the club and the supporters but more importantly I am delighted for the players.
"It is good to get over the line for the first time in a while. We are the only team who can win the double and it would be pretty special for the players to do that but if we don't then it will still be a fantastic season."