England's most successful manager visited Lennon in Glasgow last summer and the pair spoke about all things football including how to hold yourself following a disappointing loss.
Lennon has been criticised for the way he goes about his business on the touchline as well as after negative results but he feels he now carries himself in a more positive light.
"Sir Alex came to see me last summer. We'd talked for months, then after a while I asked if I could come to see his side training," Lennon said.
"He told me: 'You know what, our training centre is under construction so I'll come to you.' So on a Sunday morning he came here.
"We mainly talked about management - how to coach a great club, how to handle the pressure, the expectations and the players.
"But I think what I really wanted to know is how to handle disappointment.
"When you lose, you stew on it for three days.
"You wonder if you chose the right team, the right tactics, what went wrong.
"You tear out your hair. I was really bad with it. I did not speak to anyone for days.
"But Alex told me not to dwell on it. He said to handle it right after the match with the players, then on Monday morning move on.
"Since then it has been better."