The Englishman has been linked with a move away from the Scottish Champions with Premier League newboys Sheffield United and Championship side Preston North End keen.
Since the end of March Sinclair has started just two matches with three substitute appearances so far in this season's Champions League qualifying campaign.
Despite Lennon fielding a changed XI for the trip to Nomme Kalju, the 30-year-old started on the bench once more.
The Celtic boss has admitted it is been a "difficult" time for the player but has backed him to stay, stating he wants him at Parkhead.
"It’s just a little difficult period for Scott, but it’s still so early," he told BBC Sportsound.
“A player of that experience is always handy to have around, he’s got a great goal record and he’s had a great time at Celtic.
"We don’t want him to go, that’s for sure."
Since joining in 2016, Sinclair has hit more than 60 goals in over 162 matches for the club.