The Scottish champions lost 2-1 to Hungarian side Ferencvaros and have now missed out on the Champions League group stages of the tournament for the third straight season, with Lennon claiming that team have not learnt from their mistakes.
The 49-year-old coach said: "We seem to have made the same mistakes as last year.
"The first goal we can maybe legislate for a little bit, but the second goal is really poor decision-making.
"I don't know if it's attitude or mentality but it's cost us again. I'll have to carry the can, and take the responsibility for it."
Lennon rued the fact that Celtic - who now drop into the Europa League qualifiers - didn't take their chances in the defeat.
He told BBC Scotland: "The game was actually a lot easier than I thought it was going to be, but we didn't take our chances and we had plenty of them.
"I'm not saying Ferencvaros are a bad team - they're not - but we had so much control we should have won. That doesn't make us weak, it doesn't make me weak, but people will cast aspersions."
The Northern Irish manager also urged players to leave Celtic if they do not want to be at the club.
Asked to give a message to his team, Lennon said: "Get your mentality right, get your attitude right. If some of you don't want to be here, leave."