Van Dijk joined the Hoops from Groningen in a £3 million deal seven years ago, and went on to feature in 113 matches in all competitions for the club.
The Reds lured the 28-year-old to Anfield for a then world-record fee for a defender of £75m ($94m), and he has since established himself as arguably the finest centre-back in European football.
Van Dijk has already helped Liverpool win the Champions League, UEFA Super Cup and Club World Cup, with a first league title in 30 years set to follow when their 2019-20 season resumes later this month.
Lennon coached the Dutchman during his first season in Scotland, as Celtic stormed to another league title while also competing in Europe's elite competition.
The 48-year-old, who is currently enjoying his second spell in the Celtic Park hot seat, says he recognised Van Dijk's potential instantly, and was surprised that it took so long for Premier League clubs to express an interest in his services.
Lennon told the Daily Mail : "He was Rio Ferdinand in the making. He had all of those attributes - he was quick, composed, brilliant in the air in both boxes.
"Everything you're seeing now, at Premier League and European level, that's what I saw. I couldn't believe there was no English interest.
"I also couldn't believe he was at Celtic for two seasons! I thought he might have gone after the first.
"I like finding players under the radar. Van Dijk is the standout example. He goes for £12m to Southampton, then £75m to Liverpool, and now he's probably the best centre-half in the world.
"We take pride in that. We take pride in Kieran Tierney going to Arsenal for £25m. There is a lot of untapped natural talent here.
"Ideally, you'd love to hold on to these players because then we'd have a strong chance of achieving something in Europe."