Goals from Victor Wanyama and Gary Hooper gave the Hoops a comfortable victory at Parkhead as the visitors struggled to create any chances in front of goal.
Lennon has failed to manage a point or even a goal against the champions since taking over as the Buddies boss two years ago, but was realistic about his side's performance.
He said: "We know it is dull and boring to watch but other teams have been successful playing a 4-5-1 and being defensive, and we tried to adopt it.
"Celtic are a huge force and we tried to do to them what they did to Barcelona but we didn't get the right result.
"If we had come away with a nil-nil, I know it wouldn't have been great entertainment but it would have been a job well done."
He added: "We tried to come here, not for damage limitation, but we tried to keep the game as close as we could and I thought we certainly did keep it on a knife edge."