Lennon was determined to keep the forward, who has netted 23 times already this season, ahead of this month's important UEFA Champions League tie with Juventus.
Lennon was pleased to see his club stand firm to offers for their star man.
"I think we made our stance pretty clear," Lennon told Sky Sports News. "I don't think a lot of people believed us, but we want to keep this team together for the foreseeable future.
"Gary is a huge part of that and I'm very grateful to the board for standing by our decision on that.Lennon also confirmed his interest in Wolves striker Kevin Doyle and revealed Celtic had a bid for the Republic of Ireland international rejected shortly before the window closed.
"He is a player we have admired for a long time but Wolves were steadfast, like we've been, so we obviously respect that," Lennon said. "They feel Kevin is a very important player there, and it just wasn't to be."