Lennon is hopeful that the foot injury will not be a fracture.
"We wait on word on a scan he received earlier this evening," Lennon said. "But he is making slight improvement.
"There was no fracture on Saturday evening but a hairline one wouldn't show up so that's why he went for the scan. But no news is good news."
The visitors hit back strongly in the second half but Thompson gave Saints a cushion in the 74th minute and left-back Sean Kelly struck a glorious first goal for the club after coming off the bench.
Lennon said: "I thought after the first 10-15 minutes we settled down and had a lot of joy, a lot of possession, created one or two chances.
"When we got our goal we kept in the ascendancy and created other opportunities.
"But it was always tight and we knew we would be in for a challenge in the second half because that wind was starting to pick up.
"It was important we stopped the source coming in and I thought we did that terrifically well. That's our fifth clean sheet in nine games.
"The second goal always gives you that bit of relief bit it's never finished in the cup and when the third goal comes in I was delighted for young Sean Kelly."
Queens manager Jim McIntyre rued his side's inability to capitalise on their early second-half pressure.
He said: "We started okay but St Mirren dominated most of the first half and a few of our boys looked a bit nervous, which is unlike us, especially with the way we have played against Premier League opposition before.
"The second half we started really well and took the game to St Mirren and I thought they scored against the run of play.
"It's a sore one to take because we should have put the tie to bed at Palmerston, but credit to St Mirren for making the most of their second opportunity."