The Kenya international joined the Scottish Premier League side from Belgian club Beerschot for £900,000 last summer, but Lennon reckons his value has increased by more than 25 times since then.
United and City have both been linked with the youngster, but the Celtic manager insists his club are "under no pressure to sell".
And when asked to put a value on the player, Lennon said on BBC Sport: "£25m. Wanyama has the world at his feet.
"But his feet are here and they won't be going anywhere unless we say so."
Wanyama signed a four year contract with the Scottish champions last season, and his performances in the last campaign earned rave reviews.
The Kenyan star has continued his excellent form this season, and was widely praised for his outstanding display at the Nou Camp this week as Celtic's defensive rearguard almost secured a famous victory.
United may move for the defensive midfielder, as Sir Alex Ferguson looks to strengthen his central midfield. The Old Trafford club have welcomed Darren Fletcher back from long-term injury in recent weeks, but Ferguson options are limited - Paul Scholes, Tom Cleverley, Anderson and Michael Carrick are United's best midfielders at the moment.
In contrast, City have an abundance of talent in the middle of the park, and signed Jack Rodwell and Javi Garcia during the last transfer window.
But the Premier League champions may still bid for Wanyama, who has emerged as one of the finest young holding midfielders in the world.
The 21-year-old recently turned down the offer of a contract extension from Celtic, despite a 'significant pay-rise', fuelling speculation a bid from United or City could be immenient but so far none has been forthcoming.