Lennon has admitted that is now up to the player to decide his next move.
"There has been a lot of talk in the last couple of days. We accepted a bid from Southampton and we've done nothing wrong in our eyes as always," Clubcall.com quotes Lennon as saying.
"The ball is firmly in the court of Victor's representatives. You don't know what's around the corner.
"I would imagine there would be other interested parties but we've had no confirmation from any other clubs yet."
Wanyama moved to Celtic Park from Belgian side Beerschot AC in 2011.