The Hoops lost to the Kazakhstan champions to leave their group-stage aspirations in the balance.
However, the Celtic boss insists he was encouraged rather than frustrated by his side's first-leg performance.
"There are deficiencies in the way Shakhter play, we exposed them in the first game but couldn't take advantage of it," said Lennon.
"So what we have to do is take advantage of the opportunities that we create.
"I need my players to play their best and if they play their best then I think they will win this tie.
"We know we had by far and away the bulk of possession and by far and away the bulk of the best chances over there.
"That gave me a lot of encouragement rather than frustration.
"We know we can create chances against this team and hopefully at home we can take those opportunities.
"It may be a frustrating evening so we have to be patient.
"We might even concede a goal, that means we have to score four. But that is the reality of the game."
Shakhter Karagandy are on the cusp of becoming the first club from Kazakhstan to qualify for the group stages of the Champions League, although a place in the group stages of the Europa League is guaranteed should they lose.
Manager Viktor Kumykov, though, tried to play down the pressure he admits to feeling ahead of one of the most crucial games in the country's football history.
"There is an additional pressure on my shoulders, I feel that but it doesn't have to be Champions League," he said.
"It won't be a tragedy for us if we don't qualify to the Champions League group stages.
"As we stated before, the main task was to qualify for the group stage of a European competition and we will have achieved this anyway.
"It may be even better if we don't qualify for the Champions League group stages because in football it is always better when you develop gradually."
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