The 41-year-old believes that anything could happen against Hibernian, encouraging his players to avoid getting swept up in the atmosphere and concentrate on their game
Hibs have not won the competition in 111 years following their 5-1 demolition at the hands of Hearts last year, while Celtic are looking to complete a domestic double with a win against the team that finished seventh in the Scottish Premier League.
Lennon did admit that they are heavy favourites going into the clash but emphasised that anything could happen on the day, while he also encouraged his players' to avoid getting swept up in the occasion.
"The pressure is on both teams, it is a cup final and there is a trophy to play for. I suppose we will be heavy favourites going into the game but it is all on the day as we have seen in the past," he told reporters.
"We have had a terrific season and it would be a nice way to finish it off. I think there will be a full house and a tremendous atmosphere. What the players can't do is get carried away with the crowd, they have to concentrate on the game and blank the crowd out."
Lennon, despite being found guilty of entering the field of play while serving a touchline ban last month, has been allowed to take his place in the dugout tomorrow as the suspension has been delayed until next season - something he is most grateful for.
"It is very important and I am just looking forward to it now, I played in plenty of cup finals so to take the team out for another one is pretty special, I missed a cup final a couple of years ago and it feels there is a part of you missing," he continued.
"You are not able to do your job properly, you can't affect the players as much as you want to. These opportunities don't come round very often, so to lead the team out on Sunday will mean a lot to me."