Saints reached their second Scottish Communities League Cup final in four years by beating Celtic in the semi-finals last month.
In doing so, they overturned a run of eight successive defeats against the Hoops in which Saints had been outscored by an aggregate 22-0.
They now face the Glasgow giants once more on Saturday hoping to cause a second upset by knocking the Clydesdale Bank Premier League leaders out of the William Hill Scottish Cup.
And Lennon is hopeful of his team's quarter-final prospects.
He said: "Our performances in my time here against Celtic before that semi-final were not great, not scoring a goal, never mind winning a game.
"So we know we need to be at our best.
"A lot of people have written us off already. A lot of people have asked if lightning can strike twice. My answer is why not?"
- Sports & Recreation