The defender, who came under fire for his performance in the 3-0 first-leg defeat to the Italians at Parkhead, missed the start of Celtic's training session on the morning of the return clash.
The Hoops boss confirmed that the Nigeria international missed the team bus from the hotel and had to catch up by taxi.
But Lennon insisted that was not the reason for Ambrose being left out of his starting line-up.
Ambrose was introduced at half-time in the 2-0 defeat in Turin after Victor Wanyama complained of a tight hamstring.
Lennon was reluctant to answer questions on the Ambrose incident, although he claimed the defender would have been on the bench regardless of his misdemeanour.
Lennon said: "There was disciplinary action taken against him but it wouldn't have affected the team selection tonight."