Lennon, who revealed he had agreed a fee with Schalke 04 for striker Teemu Pukki, said: "It is the greatest thing I have ever done in football. We lost three very important players (Gary Hooper, Victor Wanyama and Kelvin Wilson) and it has been difficult to replace them.
"Coming from a two-goal deficit as well it makes the players' performances all the more remarkable. The players were wonderful."
The former Celtic skipper then turned his sights on the club's detractors, saying: "I am relieved. There is a great sense of pride in what we achieved considering we lost Hooper, Kelvin and Wanyama, who were the spine of the team for a year and half.
"I am angry as well. I am angry at the reaction from the first leg towards the team. The environment here is all wrong. There is far too much negativity.
"These players have given everything for the club and have put Scottish football in a really good light last year. I wouldn't say we had a bad week last week, we didn't take our chances, we created plenty but the hysteria afterwards was disgusting.
"It might have come from some quarters of the media or some quarters of our own support but the knee-jerk reaction to an average performance was baffling to me. It just makes the job impossible at times.
"There is no respect for managers these days, we are analysed and scrutinised. I call the game as I see it but you still get slaughtered and people try to humiliate you.
"It is totally wrong and it doesn't do the prestige of the job justice."
The Northern Irishman continued: "There is far too much of it. There is so much of an imbalance.
"I think there is huge pressure on myself, or if it was Ally McCoist and Rangers, because of everyone saying the financial climate means you have to be in the Champions League.
"You don't have the divine right to be in the Champions League, that is five qualifiers we have played in the last two seasons and they are all difficult to overcome and I don't think people appreciate that.
"The way the reaction made me feel for the last seven or eight days - it really turned me. While I am very proud I don't really get that huge sense of enjoyment out of it."
Lennon did concede he was looking forward to the group stage draw on Thursday.
He said: "It is what we all want. It is great for the reputation of the club to be at the big table again and great for me and my backroom team to pit our wits against some of the best coaches in the world."
Shakhter boss Viktor Kumykov had no complaints about the result.
He said: "We are disappointed but the result was fair. We lost to a team who were better than us, with a higher class of player and more quality.
"We lost an injury-time goal in the first half and in the second half, which is a pity, but now we have to get ready for the Europa League."