The Hoops were linked with the 22-year-old left-back earlier this week, as Kieran Tierney continues to be touted for a move to Arsenal before the English transfer window closes on Thursday.
The champions have been linked with a string of defenders in recent weeks, while Kristoffer Ajer and Jozo Simunovic have both been linked with Parkhead departures, to Leicester and Lille respectively.
Celtic have brought in Boli Bolingoli-Mbombo, Hatem Abd Elhamed and Christopher Jullien but are still thought to be on the look-out for reinforcements at the back.
The departure of Mikael Lustig has left the Hoops with just Elhamed and the seemingly unfancied Anthony Ralston as right-back options.
Ajer has already filled in at full-back with defensive midfielder Nir Bitton stepping in as an auxiliary centre-back in some matches.
Speaking yesterday, Lennon rubbished the Henry link and also dismissed rumours suggesting he was eyeing up a move for former England international Andy Carroll, who is a free agent after leaving West Ham earlier this summer.
The Celtic manager stressed that Tierney's situation had no major impact on his own transfer plans, and also laughed off claims the Scotland international could be out for a further eight weeks.
He said: "He’ll be fit in a week or two. He still has some abductor pain, but I think the pubic problem is starting to settle and he’s over the double hernia.
"I know there is talk of him being out for another eight weeks, but that’s nonsense. I don’t know where that’s come from.
"I’d say he’s more or less a week away from getting back integrated to the training. Add another week or ten days on top of that before he’s ready to play.”