The Hoops are 3-0 down from the first leg of their last-16 tie and almost certain to exit the competition to the Serie A leaders.
At his press conference in Turin on Tuesday afternoon, the Parkhead boss recalled a "fantastic" European run this season before insisting his players battle right to the end.
"We haven't had Champions League football for four or five years," said the former Parkhead skipper.
"We had some fantastic nights, even against Juventus the atmosphere was amazing.
"Barcelona, Benfica, to have those nights back at Celtic Park has been truly memorable for me. And going up against the best teams in the world, the best coaches in the world, has been a fantastic experience for a group of players who are relatively young in their careers and who haven't cost a lot of money.
"They have excelled, absolutely excelled, and they have done the club and Scotland proud.
"They have one more crack at it so if we do go out, we want to go out on our shield."
Lennon admits it would be a "minor miracle" if the Scottish champions were to win the tie, but is looking for his players to enjoy the experience.
"It would be a tall order to win the tie 4-0 or 4-1, but we are capable of winning the game and that's what we would like to do," he said.
"If we win we would it would equal the club record (of wins in Europe in a season).
"Juventus are top of the league again and the draw could have been kinder to us, but we want to close the gap on the scoreline and we will have to play at our optimum level to do that.
"It is a fantastic game to play in. We may not be here again as a group, you are playing the champions of Italy who are a very good team so enjoy it.
"Enjoy the stadium, enjoy the atmosphere, don't be intimidated.
"Go and play. The pressure is really off so try to restore some respectability in the tie, play your football and win the game.
"So we have a lot to play for, there are a lot of incentives. However, to qualify would take a minor miracle."
Juventus coach Antonio Conte claimed the Northern Irishman could manage in Italy after the complaining the way he did following the game in Glasgow.
Lennon was so unhappy with Juventus' heavy-handed marking techniques and Spanish official Alberto Mallenco's refusal to punish them in the first game that Celtic asked UEFA for an explanation.
The Hoops boss laughed off Conte's remark, but was deadly serious about making sure that Wednesday's referee, Firat Aydinus from Turkey, was on the look-out for similar tactics.
Asked if he would instruct his players to highlight any man-handling in the penalty area, he said: "Yes, absolutely. There was a directive sent out to all the clubs in Scotland from UEFA and holding at free-kicks and corners was one of the main directives that was to be prevented this season.
"I don't mind physical contact as you know but some of the stuff that was going on in the first game - I haven't seen it as blatant.
"I don't want to make a big issue of it, but the players will make the referee aware if it is going on again.
"Juventus deserved to win the game but I did feel there were part of the game that they should have been punished for, particularly at corners.
"I watched their game against Napoli on Friday night and (Napoli striker Edinson) Cavani was being wrestled a bit and had his hair pulled which you don't often see in the modern game.
"So we are just looking for the referee to do his job properly, that's all.".