The 21-year-old has starred for Celtic this season with a string of impressive displays, and Lennon admits that he is keen to keep the Kenyan international in Glasgow.
When asked to value his player, Lennon replied: "£25m. Wanyama has the world at his feet. But his feet are here and they won't be going anywhere unless we say so.
"I think he is a wonderful talent and he can only get better."
Wanyama signed a four-year contract with Celtic when he joined the club from Belgian side Beerschot in July 2011.