Lennon was linked with the vacant role at Sunderland, but the Northern Irishman has dismissed it as speculation and says that he isn't in a rush to leave Scotland.
The 42-year-old told Sky Sports News: "Being linked with other jobs can be a little unsettling because there is no substance to it and it is just speculation.
"It doesn't detract from the focus that I have on the job at Celtic but it is nice to be talked about when these jobs come up.
"However, it would take a heck of a lot to leave Celtic. There is a lot to give up here."
The former midfielder has been in charge of Celtic since 2010.