Lennon had no complaints with the award of a 79th minute penalty to the Danish side as Celtic became the first Scottish side ever to be sanctioned by a VAR decision during their 1-1 draw in the first leg of the Europa League last 32 tie.
Ryan Christie was booked for the handball incident which saw the penalty given and will miss the second leg in Glasgow next week.
Forster made a stunning save to keep out Jens Stage’s spot-kick and ensure Celtic remain firm favourites to reach the last 16.
“Fraser is brilliant and that’s down to the work he does with our goalie coach Stevie Woods behind the scenes,” said Lennon.
“I have no real complaint about the penalty, the ball did come off Ryan’s arm in an unnatural position if you want to call it that. But credit to Fraser, he’s done brilliantly with a magnificent save.
“It would have been really harsh on us if we’d lost the game with the amount of chances we had, especially in the first half. But we have the away goal so the tie is set up nicely for going back to Glasgow.
“I think most people would have taken that before the game. It was a partisan crowd, a difficult atmosphere to play in, it’s loud. I thought in the main the players handled it pretty well, just in the last 20 minutes they had to dig in, dig deep and show some resilience.”
In addition to Christie’s suspension, Celtic also suffered a blow when captain Scott Brown limed off with a calf injury. He is doubtful for Sunday’s league game against Kilmarnock and the full extent of the damage will be assessed on Friday.
“We’ll have to see how he is but, in the main, we are pleased with the outcome tonight,” said Lennon.
“We had good control of the first half and going in 1-0 up at half-time I thought we could have been maybe two or three up. We gave away a poor goal from our point of view and it gave Copenhagen a huge lift psychologically. But on the counterattack we had some great chances in the second half as well so I’m disappointed we haven’t come away with more goals.”