The Celtic manager was overwhelmed with emotion as the Scottish champions sealed their place in the Champions League draw on Thursday where he hopes to get Real Madrid
The Hoops prevailed 3-2 on aggregate to seal their place in the Champions League group stage draw on Thursday and had it all to do on Wednesday night, having suffered a 2-0 defeat in Astana the week before.
Celtic have overcome the likes of Barcelona in Glasgow in recent years but Lennon, overwhelmed with joy, said Wednesday's result was better than anything he had experienced.
"This is the greatest night of my footballing life," Lennon told Sky Sports.
"I know it doesn't mean too much to most of the football world, but we have achieved the impossible tonight and there is a huge feeling of relief and pride. I never want to go through this again.
"We are going to the big show again and this is a good answer to what has been said about this team in recent days. People turned on us very quickly in a summer when we have lost key players, but this was the answer to all of them.
"I would like to get Real Madrid in the draw now. To take Celtic there would be special, but I really don't mind who we get. The main thing is we are there."
Kris Commons unleashed a spectacular drive to put the hosts one up just before the break after a frustrating opening period for Celtic.
But Georgios Samaras doubled the lead shortly after half-time as the ball fell kindly to him in the area to put Lennon's side in control, though, there were brief moments of concern as Shakhter threatened to grab that crucial away goal.
The match looked to be heading for extra-time but a James Forrest strike courtesy of excellent build-up from Anthony Stokes ensured Celtic's passage into Europe's premier competition and Lennon was full of praise of the Republic of Ireland international.
"There is a section of our support that don't take to Anthony and I don't know why," added Lennon. "When we got him on the pitch, he is a special player and he confirmed that tonight. He was not alone in being a hero. We had heroes all over the pitch and now I need a day off to recover from all this."
Lennon revealed that the club have reached an agreement with Schalke for Finnish star Teemu Pukki while they are also hoping to complete a deal for Israeli midfielder Nir Biton.