The Bully Wee missed an opportunity to open up a four-point gap on rivals Dumbarton when they crashed to a 3-0 defeat at Peterhead on Saturday.
And having seen his side come back to win after falling behind at Forfar last Tuesday Lennon admitted he was disappointed with their response to a similar predicament at Balmoor.
He said: “I just felt we shot ourselves in the arm, there’s no doubt about that, in the soft goals that we concede.
“You give away a penalty and it seemed to affect us immediately, but at 1-0 you’re still very much in the game.
“But this is a very difficult place to come and you could just sense that in the way the game started.
“I really hoped in the second half we had got the early morning start out of our system.
"But we didn’t give ourselves long enough to do that and I felt the penalty incident sucked the life out of us.
"We lost our concentration, our momentum.
“What we have to do is be more mentally focussed, mentally strong.
“You can’t control or influence the decision that the referee makes for the penalty.
“But what you can do is mentally concentrate on what your job is in the next stage of the game and keep yourselves in the game and that’s what they never did enough of collectively.”
However Lennon also said he felt Clyde’s case wasn’t helped by a poor performance from match official Steven Reid.
He said: “We come in and it’s not been a great game in the first half, but you’re still well within the game and you have little moments within that. And they didn’t cause us great problems.
“Coming out after half-time I asked for that wee bit more urgency, getting a little bit closer in the middle of the park.
“But then you give them a moment in the game and give the referee a decision and while I didn’t think my team was good in the second half that was one of the worst refereeing performances I’ve seen this season.
“Taking nothing away from Peterhead, but some of his decisions were so strange and I thought there was a lot of inconsistency there.”