Lennon is reportedly on Leicester’s shortlist for the job, following their sacking of Sven Goran Eriksson earlier this month.
“I am not aware of it (the speculation),” said Lennon. “I am very flattered, but I have a hell of a job here.
“There is an obvious connection because I played there. It is a great club with a bit of a clout behind it, but I want to stay here.”