Celtic have lost their last three games at the national stadium ahead of Sunday's William Hill Scottish Cup semi-final against Dundee United.
A 1-0 Scottish Communities League Cup final defeat by Kilmarnock last season was followed by a controversial late 2-1 loss to Hearts at the same stage of this competition, and Lennon's side lost 3-2 to St Mirren in the League Cup semi-finals this term.
The Celtic manager, whose side have also suffered defeats to Ross County and Rangers, said: "We have done a lot of analysing this week and looked at previous encounters, where we can do better. Hopefully that will resonate with the players going into the game on Sunday
"But I wouldn't make too big an issue of it. We keep getting there, that's the most important thing. The next step is to replicate the form we have shown going into these games at Hampden, which we haven't done on previous occasions."
Midfielder Joe Ledley admits their Hampden form has been frustrating but does not believe there has been anything wrong with Celtic's approach to the games.
The Wales international said: "We just need to go out there and play like we did on Saturday, I thought we were fantastic.
"Hopefully we can get over the run at Hampden, we haven't played too well there. We are frustrated and have looked at things, in the way we play and preparation.
"But preparation has been fine - we do exactly the same thing every week and we have done exactly the same thing in the Champions League. So it's not preparation, it's just the way we have played. We just need to work harder as a team and be solid. We have had a couple of meetings and looked at the shape and hopefully we can change it for Sunday."
The 26-year-old added: "I think our attitude has been fantastic every time we have played there. We have been unlucky and teams have done well against us. We need to go straight from the whistle and get at Dundee United and work hard as a team."
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- Dundee United