Zenit Saint Petersburg have reportedly lodged an offer worth £9 m for the Australia international.
"I haven't heard anything and there have been no enquiries," Lennon told The Daily Record.
"It's just speculation at the moment, as far as I'm concerned.
"He is a good player and I want to keep all of my good players. He's not fit yet, but, hopefully, he'll join the group at some stage next week."
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