Killie were knocked out of the William Hill Scottish Cup by Aberdeen on Wednesday night in a dramatic replay in Ayrshire which ended in a 4-3 win for the Dons.
The following evening Celtic battled to a 1-1 draw with FC Copenhagen in the first-leg of their Europa League last-32 tie at the Parken stadium in Denmark, leaving the Scottish champions favourites to finish the job off next week in Glasgow.
Before that, however, the Hoops will hope to end the weekend with at least their 10-point lead over Rangers at the top of the table intact but Lennon believes Alex Dyer's Killie, who beat the Light Blues 2-1 at Rugby Park recently, will not make it easy.
He said: "It's against difficult opponents who probably had a bitterly disappointing night in midweek but Alex has them playing pretty well.
"They scored goals in midweek and they obviously beat Rangers the week before.
"They are tough opposition and we will have to be very wary of them.
"We will have to see how our players are and we'll get a good look at them on Saturday."
One key Celtic player set to miss out is skipper Scott Brown who came off in the second half in Denmark with a calf injury.
Lennon said: "He might struggle but that's just an initial reaction.
"He felt something in his calf when he stretched. It's not like him to come off. He will be assessed and we'll know more."
Lennon was glad to see 19-year-old right-back Jeremie Frimpong make his European debut against FC Copenhagen.
The Northern Irishman said: "It was a good experience for him, very good experience.
"For one so young he handled the occasion very well."
Indeed, it was quite an evening in Denmark.
French striker Odsonne Edouard missed two great chances before he opened the scoring in the 14th minute but Senegal striker Dame N'Doye levelled for the home side in the 52nd minute.
Christie will be suspended for the second leg after being booked for deliberate hand ball but he believes the Hoops can finish the tie off in front of their own fans.
He said: "We looked to get on the scoresheet so we are happy to do that.
"The good thing is going back to Celtic Park now and having that away goal, hopefully we take the game to them."