The move came on the advice of security chiefs who feared for his safety following recent death threats and a bomb hoax.
The Celtic manager was due to take charge of a Hoops side against Finn Harps in a benefit match then be a guest at a dinner for former player John Kennedy.
Instead the Celtic players flew in a private jet to County Donegal today without their manager. The club want him to stay in Scotland so he can be given protection in the wake of the most recent death threats.
Security had been heightened around the Co Armagh man after bullets were sent to him through the post in a stunt blamed on crazed Belfast Loyalists.
And there was a fresh alert on Friday when a fake nail bomb addressed to him at Parkhead was intercepted at a Post Office sorting centre in Saltcoats, Ayrshire. Lennon was escorted to training on Friday by a bodyguard.
The Parkhead coach and his family are now under 24-hour security and friends say the threats are causing them stress.
He is said to be considering his future as Celtic boss but is expected to stay on until the end of the season before reviewing his position.
Meanwhile Rangers fans are behind an internet campaign claiming Lennon racially abused their crazed striker El Hadji Diouf during last Wednesday’s crazy Old Firm Cup clash.
Diouf lost the plot at the match and was one of three Gers players sent off.
Lennon and Rangers assistant Ally McCoist also had to be pulled apart.
But last night, a spokesman for the 39-year-old Celtic manager said of the Diouf claims: “These allegations are completely outrageous – with no substance whatsoever.
“There is a concerted campaign by malicious and despicable individuals to cause distress to Neil Lennon. Celtic Football Club and all Celtic fans stand by their manager in the face of these vicious and unacceptable attacks.”
A police investigation centres on footage from TV coverage of Celtic 1-0 win on Wednesday night.
Two hundred Rangers fans have made complaints to the Strathclyde police.