The Celtic boss played down speculation linking him with the Carrow Road hot-seat as a replacement for under-fire manager Chris Hughton.
Earlier this week Canaries chief executive David McNally hinted that City, currently a point outside the relegation zone, may part company with Hughton.
And he conceded the club had already discussed potential replacements with Lennon reputed to be high on their wishlist.
But, speaking as a pundit on Irish station TV3's Champions League coverage on Tuesday, Lennon refused to comment on whether he had been approached.
Lennon said: "Norwich have a very good manager in Chris Hughton. I can't do anything about speculation. It is always flattering but it would be wrong of me to make any sort of comment on it.
"Being a manager you can't pick or choose where you go. I'm very lucky to be the manager of Celtic. It's a privilege and I have done it for almost four years now so I'm just getting my teeth into it.
"I look forward to the challenges that lie ahead in the job I am in."
When asked directly if he sees his immediate future being at Celtic, Lennon said: "Oh yeah, absolutely. I don't see that changing.
"I've got a big rebuilding job on my hands, we're not far away from winning another title and that's always important."
Lennon was spotted at Norwich's FA Cup third round replay against Fulham in January to fuel talk he is being lined up by the Canaries.