The Hibernian manager was struck by a coin at last week's derby against Hearts, while he has suffered sectarian abuse in the form of graffiti sprayed on a wall near Tynecastle spelling 'Hang Neil Lennon'.
Lennon had threatened to walk away from Scottish football all together after referring to the abuse as racist rather than sectarian.
Sturgeon commented that such treatment has "no place in modern Scotland" as she responded to a question tabled in Scottish Parliament.
She remarked: "Let me say at the outset and unequivocally that I condemn the attack on Neil Lennon that took place last week.
"Of course that is a matter for the police to thoroughly investigate.
"I saw some of Neil Lennon's press conference at the end of last week and thought he conducted himself with great dignity.
"Nobody should have to suffer the abuse and the attacks that he has had to suffer, and I'm sure all of us would agree with that.
"I unequivocally condemn anti-Catholic bigotry, anti-Irish racism - I condemn sectarianism in any shape or form.
"This government will continue to take the action we need to take to ensure that Scotland is a country that demonstrates zero tolerance of any of that kind of bigotry.
"Whatever your footballing loyalties, or whether you don't have any footballing loyalties, that kind of conduct has no place in modern Scotland, and all of us must unite to make that absolutely crystal clear."