Posh boss Darren Ferguson revealed that the Hoops tabled three separate bids for 24-year ole centre forward prior to Saturday's Scottish transfer deadline, with one being during the loss to Crawley Town.
"The third bid arrived during the game," said Ferguson. "If that's how Celtic want to do business that's up to them, but it didn't do Lee any favours.
"I'm not angry at Celtic, I'm just stating the facts and people can make their own minds up about what's gone on.
"The first bid they made was a waste of time anyway. They can't have watched him much over the past few years if that's all they think it's worth.
"He's not going anywhere anyway and he knows that. We have great experience of clubs bidding for our players and they never leave after one bid.
"Lee is a lad who loves playing football and I did think that when he got on to the pitch he would forget about the Celtic bids, but clearly that wasn't the case."