The Buddies were undefeated in three games coming into the Tannadice encounter but were handed a football lesson by Jackie McNamara's side as two goals from Nadir Ciftci, the second one a penalty, and strikes from Ryan Gauld and Chris Erskine saw them comprehensively beaten.
Lennon does not want his players to feel sorry for themselves, though, and has already moved his focus to the clash against Ross County next week.
"I've told the players not to dwell on this," he said.
"This performance is very disappointing given what we had done in the previous three games.
"That's taking nothing away from Dundee United. They have some of the most exciting young players in the country just now.
"In the final third, though, we gave them far too much their own way.
"But from our point of view we have to do better which is pretty obvious.
"Young Sean Kelly showed his inexperience at giving away the penalty.
"We huffed and puffed at times and didn't work as hard at keeping the ball as we have done in recent weeks.
"But we've given the players DVDs on the strengths and weaknesses to work on.
"We'll take this one on the chin and dust ourselves down ahead of the Ross County game next weekend.
"This was unlike us but it's important to move on.
"I felt sorry for Marian Kello in goal for us on his debut but he actually made some good saves so it's just a case of trying to forget about this one."