The former Celtic boss took over from Dougie Freedman this week with his new team stuck on the bottom of the table.
However, the Trotters ended a five-match losing streak courtesy of Matt Mills’ first-half header and held on for a 1-0 win despite Craig Davies missing a late penalty after goalkeeper Darren Randolph was sent off.
Lennon’s name was being chanted by the Bolton fans before his tenure had even begun on the field.
A lively start saw Birmingham winger Koby Arthur’s shot deflect wide before Dorian Dervite and Jermaine Beckford both headed wide for Bolton.
Bolton defender Mills was booked in the 14th minute for a timely foul on Demarai Gray. David Cotterill’s resulting free-kick clipped the bar, to Mills’ relief.
Gray mis-kicked over the bar in the 19th minute but seconds later, the visitors took the lead against the run of play.
Captain Jay Spearing’s cross from a corner from the right was perfectly flighted for Mills to power home a header, prompting Lennon to sprint down the touchline pumping his fists.
Birmingham were creating half-chances and came close when Gray was fed by Stephen Gleeson, pushed on and forced a good save by Andy Lonergan with his curling effort just before the break.
Further half-chances came and went for Gray and Arthur before the former dragged a volley wide as Lee Clark’s side pushed for a way back into the match. Their profligacy continued as fellow academy product Arthur wildly missed the target yet again.
The effervescent Gray hit the bar in the 78th minute with a superb curling effort, which Lonergan brilliantly tipped onto the woodwork.
It looked over as a contest when Bolton won penalty in the 82nd minute. Blues right-back Paul Caddis played goalkeeper Randolph into trouble with a backpass under pressure from Davies and the Irishman felled the forward to earn himself a red card.
Forward Lee Novak, on as an earlier substitute, donned the goalkeeping gloves and was delighted to see Davies blaze the penalty high into the stands.
Lennon, in the melee, was sent to the stands for an infringement on the touchline.
Birmingham had a penalty shout for handball turned down by referee Mark Haywood during six minutes of added time but that was as close as they came.