Kristoffer Ajer's winner at Pittodrie made it nine wins out if nine in all competitions this year and left the Hoops 10 points clear of Rangers at the top of the Ladbrokes Premiership having played a game more.
Following the win in the Granite City, attention quickly turned to the first leg of their Europa League last-32 tie at the Parken Stadium, and Parkhead boss Lennon says his squad have travelled in fine fettle, with the return game in Glasgow next week.
The Northern Irishman said: "We had a fantastic, very difficult win at the weekend. That has set us up for this game.
"I think the players are looking forward to the occasion and want to make inroads in the competition if they can.
"It is psychologically good if you can get a decent result.
"But it is really important that we don't let the tie get away from us, we stay in the tie and we know what we can expect back in Glasgow.
"It is really important that we are concentrated, defensively mindful and have a good structure.
"You have to be very mindful of Copenhagen's danger men.
"They put the ball in the box a lot, they get good width from the full-backs as well. They are a strong side and they have goals in them.
"Getting an away goal would be fantastic and of course that we will be aiming for to take back to Glasgow."