“It leaves a bad taste in the mouth, but I’m totally committed to the club, the fans and the players,” he said at a press conference for Sunday’s Old Firm derby.
“It’s my most difficult week in the job. We all know why it’s happening.”
Lennon has been targeted by loyalists before.
In 2002 he was substituted at half time playing for Northern Ireland after a UVF plot to kill him was uncovered by Special Branch.
Bullets were sent to the former Celtic captain earlier in the season, while a suspicious package addressed to him was also intercepted.
And parcel bombs were this week sent to Lennon, Paul McBride QC and Labour politician Trish Godman.
Lennon was asked if he would be a target at any other club.
“It wouldn’t, no,” he said. “And it’s not because it’s my aggressive behaviour on the pitch any more.
“A lot was said about that when I played and I think you all know the reasons why these things are happening now.
“It’s good that people are talking about it and we will get something done about it.”
Asked about those who want to kill him, he said: “I am baffled that my persona can cause this type of poison in people.
“I am a football manager, a football person, not a politician.
“I have never talked about politics or talked about religion, I just talked about football as a sport and predominately for the good of the game up here.
“I have tried to be as positive as I can about all things in Scottish football.
“I have had spats with people, yes, but that’s just in my nature and I don’t think that will change.
“I think it is pretty unprecedented what has happened and I hope it is not going to get out of hand.
“Anyone in any walk of life shouldn’t have to deal with something like this.
“It is uncomfortable, you see your face every hour on the hour on the news and, after a while, you start thinking ‘is that me they are talking about?’
“It is disconcerting and uncomfortable, but I am well looked after by the people in charge and there is an ongoing investigation so I don’t want to comment too much on that.”
The Co Armagh man said the threats would not force him out of the club.
“My life has changed a bit, but I have tried not to change it too much,” he added.
“I am not under armed guard or anything like that, but we have had to curtail a few things and change things about my lifestyle, which is unfortunate. But I am hoping things can be brought to a head.
“I’d like to thank the police for all their briefing and the professionalism they have shown and the security they have given me over the last week, 10 days, they have been absolutely fantastic and made life as easy as possible under the circumstances.
“I’ve had this for 10 years, but I don’t want to say you get used to it, because you never do.”
Asked if he regretted taking the job, he added: “You get an opportunity to manage Celtic once in a lifetime. I would have regretted it the rest of my life if I hadn’t taken it.”