The 25-year old Englishman has emerged as a summer target for Sunderland and Hull City among others but Lennon is confident the former Newcastle United reserve keeper won't be going anywhere unless some good money comes their way.
"We signed him in the summer, he is not going anywhere. He made his name at Celtic and has gone from third choice goalkeeper at Newcastle to third choice goalkeeper for England in a very short space of time," he told Sky Sports News.
"He is a wonderful talent, we think there is more to come from him.
"That will be the same for all the players. If the deal is right for the club and makes good business sense then we will consider that.
"There have been no real concrete offers on the table since the end of the season for anybody yet. There is speculation, but nothing concrete.
"You don't want to see your best players go, but everyone has a selling point and we're no different to anyone else."