Striker Gary Hooper and midfielders Kris Commons, Ki Sung-Yeung and James Forrest and Honduran defender Emilio Izaguirre have all been linked with moves away from the Parkhead club after impressing in the run of 11 straight wins that has taken their side back to the top of the Scottish Premier League.
The Hoops have already rebuffed an offer of around ?4million for top scorer Hooper from English Championship side Southampton, whose boss Neil Adkins worked with the striker when both were with Scunthorpe.
Hooper netted his 16th goal of the season and Victor Wanyama grabbed the other in the 2-1 win over Dundee United on Saturday as Celtic maintained their two point lead over rivals Rangers, who also won 2-1 away to St Johnstone.
Lennon said it would take big money for any club to prise away one of the club's prize assets, joking it would take the 35 million pounds Liverpool paid for Andy Carroll after Hooper outscored the former Newcastle player when both plied their trade in the Championship in the 2009/10 season.
"I don't draw comparisons as they are two totally different type of players and the market at that time was different," Lennon said.
"I think Andy Carroll is a very good player. Whether people think the fee is justified is not the player's fault.
"But we look at that and we look at some of the prices being banded about and when we have players the likes of Ki, Beram Kayal, Izaguirre, Hooper and James Forrest then they are not going to go cheap, that's for sure.
"They will have to play proper money."
The Celtic manager says he has already told chief executive Peter Lawell that he is desperate for Hooper to remain at Parkhead to help fire the club to their SPL title in three years.
However, Lennon admitted that every player had their price and it would be hard fro the board to ignore a massive offer.
"I don't need to speak to Peter and the board on that; they know our position," the Parkhead boss said.
"We are not a selling club but every player has their price.
"The problem is if we get a knock out price and we think it over will we have time to replace a player like Gary Hooper? Trust me players like that are hard to find.
"I thought his link-up play was superb at times against Dundee United. I was a wee bit wary about starting him but I'm so glad I did.
"He knows about the bids and I am keeping him up to date. I'm not going to hide anything from him. I've got a good relationship with the player and I want that to continue.
"I think he is very happy here. I think this club and him suit each other. He is a Celtic kind of player.
"He is intelligent and a bit old school. He's strong, a great finisher with great feet and his goal record speaks for itself.
"We have a tradition, luckily, of having great strikers and I think Gary is following on in this mould."