The 23-year-old signed a four-year deal with the Scottish champions from Vitoria Guimaraes in June.
Despite finding the net only twice in nine games since then, Balde is grateful for Lennon's support on the training pitch.
"I have spoken to the manager and he knows what I am doing," he told the club's official website.
"I am happy as the manager is doing a lot of work with me to make me become the player I need to be.
"Since arriving the manager has been working with me to improve certain things like my movement, finishing and, in general, being a better attacker. I am just here to learn and do what the coach wants."
Celtic continue the defence of their Scottish Premiership title on Saturday when they entertain Dundee United.