"I'm sure this will be a great occasion at Celtic Park and it will be a real test for us against good European opposition," Lennon, whose first game in charge following the departure of Tony Mowbray ended in a 3-1 league win over Kilmarnock, said on the club's official website.
"AZ won the Dutch championship last season and are in good form at the minute, so I'm sure it will be an entertaining and competitive game for the fans that come along.
"I came up against Dick Advocaat as a player when he was manager at Rangers.
"He is vastly experienced as a coach throughout Europe and I am looking forward to taking on one of his teams on again - this time from the dugout.
"Since I took over as manager, I've not had many chances to see the players in competitive action, so this match against AZ provides me with a great opportunity to do that.
"In addition, it gives me the option of fielding some of the other players in the squad and seeing what contribution they can make during the remainder of the season.
"We enjoyed great support on Saturday for our win against Kilmarnock and we hope that we get the same support from our fans for this match."