Lennon’s team dominated in a 2-0 win, building on their 1-1 draw in Rennes on matchday one.
Domestically, the Scottish champions are unbeaten at the top of the Premiership table and are in the Scottish League Cup semi-finals.
“I’m getting great performances from the team,” said the Celtic manager.
“I thought we were good in Rennes. Rangers away was a great performance as well. I think there is more to come.
“It’s great to be back as a manager on that stage at Celtic Park. We wanted a strong performance from the team and I got more than that. It was outstanding.”
Odsonne Edouard put Celtic into a deserved lead early in the first half, converting a Boli Bolingoli cross.
Mohamed Elyounoussi then netted a second midway through the second half with the help of a deflection.
The win leaves Celtic top of Group E, a point ahead of Lazio.
“It’s embryonic in the season and we know that so we’re not getting carried away but I’m absolutely thrilled,” he said.
“It’s early in the group. The group is still open. It’s tight. Cluj have three points, Lazio have two and I don’t think you can write Rennes off either. It’s still very open.
“But from the performances I’ve got in the first two games I think it has given us a lot of food for thought in a positive way.”