A 2-0 defeat of Motherwell, coupled with St Johnstone's 4-0 victory over previous leaders Inverness, saw the Hoops take over atop the Premiership.
Speaking in this week's Celtic View, Lennon said: "Our league form has been good, we've set our players targets and so far they are achieving them.
"I'm delighted with the start we've made and the football we've been playing. The worrying thing now is a lot of them are away for 10 days and we hope they will all come back fit and okay."
Eleven first-teamers, and a host of development squad players, have met up with their respective countries for the international fixtures.
Lennon, understandably, would like his stars to return to their club injury-free but also wished them success on the biggest stage.
"It's an important time for the boys," he said. "If you look at Mikael, he has a huge game with Sweden, Emilio has big games for Honduras, Sami has big games with Greece.
"I want them to go and do well as it's great recognition if these guys are playing in World Cup finals, so I have no qualms with them going. I just want them to come back in one piece.
"I have my goalkeeper knocking on the door for an England spot as well, which is incredible. It shows how far the team have progressed, and how much they have progressed as individuals.
"We're in a good place at the minute, I don't want it to be a short-term thing, though, I want it to be there until May."