The 25-year-old has been strongly linked with a move to Portuguese giants Benfica.
Lennon has revealed that the club have written to one club to warn them off the former Newcastle goalkeeper.
He told the Scottish Daily Mail: “Fraser’s not for sale. We had no confirmed bids for him. We have actually written a letter to one club, just warning them off basically.”
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Liverpool have unveiled their new home kit for next season, sticking with the hugely popular retro styling of the current shirt.
The reputation of the Premier League means it is the most popular and one of the most watched leagues in the world.