Lennon hopes his squad will put the greater experience to use when the teams meet in the first leg in the Astana Arena.
But the Hoops boss is wary of the Kazakhstan champions after Shakhter's victory over BATE Borisov helped set-up the play-off encounter.
"Obviously we have more experience than Shakhter but they are at home and they have an excellent home record," Lennon said.
"They have already knocked out BATE Borisov who beat Bayern Munich in the Champions League last season so this is going to be a difficult tie.
"It will be a very difficult tie, particularly the game away from home. The tie is over two games and hopefully we will take some sort of result back to Glasgow.
"Our home form in the Champions League is very good over the years but we know we are in for a very difficult game.
"We are very well prepared for this tie and will give this all our concentration. We are not taking this lightly. We are not here for a holiday.
"We are here to play hard football. We have our own incentives to qualify for the Champions League."
Lennon believes the experience of getting through the same stage of the competition last season will stand him in good stead.
He said: "I suppose after last year you are a little more comfortable. But it is still quite a nerve-wracking time for all us involved although we try not to let that permeate to the players.
"We are relaxed, we had a great result at the weekend against Aberdeen and the players are in good form and looking forward to the game.
"We haven't had much time to gauge but I am very happy with the way the squad has settled.
"I have liked the camaraderie between the players and the new boys have settled in very well.
"Obviously we have lost hugely influential players in Victor Wanyama, Gary Hooper and Kelvin Wilson but we feel have acquired some very good players.
"They will take time to bed in obviously but we are very happy with the way things are going at the moment."