Attempts to bolster his side with bids for the Schalke 04 striker, Teemu Pukki, the Heerenveen front man, Alfred Finnbogason, and the Werder Bremen attacker, Marko Arnautovic, have all failed to deliver the extra quality Lennon is seeking.
The Celtic manager is, nevertheless, refusing to panic, and will attempt to use the remaining 11 days of the window shrewdly.
"Really and truly, since I got here in Astana, my whole focus has been on this game," said Lennon. "If I've got time between now and next week to look at other players, I will do that. But, there is no point in panicking. It's all right me saying I want to bring players in, but I don't want to be disrespectful to the players I've got. I've got a good squad and all I want to do is try to improve it, not replace what I've already got. If I can't add to it, I am happy to go with the players I've got. They are the ones who have got us here, after all."
Celtic believed they had made significant progress in their pursuit of Finnish internationalist Pukki, but after it was announced that his Bundesliga team-mate, Klaas-Jan Huntelaar, will be sidelined for up to two months with knee ligament damage, the exit door at Schalke closed in Pukki's face.
Even though he is now expected to play for Schalke in tomorrow's Champions League play off match against PAOK Salonika, Pukki would still be eligible to play for Celtic in the group stage as Uefa's rules permit a player who has represented a club in the qualification or play off rounds to play for another later in the same competition.
So, while Celtic wanted to have Pukki for at least the second-leg tie against Shakhter next week, they will not give up their pursuif of the player
For now, however, Lennon will divert his attention from the transfer market and turn his full focus to tonight's game in Astana.
He said: "The reality is we have come with a very good squad, and I think it's good enough to take us through, anyway."
With money from last season's Champions League run plus the sale of Victor Wanyama, Gary Hooper and Kelvin Wilson making Celtic appear cash rich, they are discovering that asking prices have risen when they express an interest in a particular player.
Lennon believes other factors are conspiring against them and explained: "Sometimes you find clubs stockpile centre forwards. Look at the Pukki incident. Huntelaar is injured now, so, in hindsight they are probably right not to sell him at the minute. We just have to keep looking."
They do have other targets, and at least one has not yet been mentioned in any of the ocean of speculation which has surrounded their transfer business this summer.
"We do have other options," confirmed Lennon, referring to the Pukki situation before adding: "But we were quite a bit down the line with that one, so it's disappointing."