The Hoops drew a blank against both AC Milan and Barcelona as they slumped to 2-0 and 1-0 defeats respectively in their opening two Champions League games.
Those results mean Celtic head into the clash with Ajax knowing their hopes of progressing in the tournament could be over if they suffer another loss.
But Lennon insists his Group H strugglers have the firepower to kick-start their ailing campaign at Celtic Park on Tuesday night.
He said: "There is no question we have goals in us.
"We haven't taken our chances so far in the group stages and hopefully that will change in this game.
"Creative players cost a lot of money and goalscoring strikers cost a lot of money.
"But we are doing our best with the personnel that we have to not only create chances but also put them away this time."
Celtic drew 1-1 with Hibernian at the weekend and Lennon added: "We created plenty on Saturday and I was really pleased with that.
"We probably should have won the game but we didn't and I'm hoping that will be rectified in this game."
Lennon saw Ajax claim a point against FC Twente in the Eredivisie on Saturday and said: "I've watched them twice now.
"They are very confident, they have great belief in what they are trying to do and Frank [de Boer] has great belief in his players.
"They never panic. They were under pressure at times but they kept playing the same way and they got stronger as the game went on."
Celtic were dealt a blow with the news that Kris Commons is out with a hamstring injury sustained at the weekend, although Lennon hopes Emilio Izaguirre and Mikael Lustig will both be back in contention.
But if the latter fails to pass a fitness test, the Hoops boss has every faith in youngster Darnell Fisher, who made his debut at right-back at the weekend.
He said: "I think his performance on Saturday got overlooked in the aftermath of the game.
"For a debut, it was very composed, very mature and we were delighted with him. He took his opportunity very well.
"That gives us a lot of confidence and, as a young player, it gives him a lot of confidence in himself."