The 21-year-old left-back's switch from Bolton to Old Trafford for the rest of the season was the most surprising deal done on transfer deadline day.
And it was not just fans who were taken aback by the news.
Trotters boss Lennon said: "He hadn't got a clue
He was on his way to Plymouth
He thought I was winding him up.
"It took a good five or 10 minutes
He wouldn't believe us
We told him to ring his father and we'd tell him, and once that happened I think it started to sink in.
"It's a great story but now he's got to knuckle down and learn."
Kellett came through the Bolton academy but has made only one start and three substitute appearances for the Trotters.
He impressed during a two-and-a-half-month loan spell with Plymouth in League Two and had been set to return to Home Park before United intervened.
Pacy midfielder Saidy Janko has headed in the other direction, also on loan until the end of the season.
Lennon said: "We were aware of the interest from Manchester United a week ago or so and then when we made the call about Saidy they asked would Andy go the other way.
"It's great for the kid
It's an opportunity for him regardless of what happens
He's no bother, low maintenance, very level-headed and I just hope he takes it in his stride."
Whether United fans actually see anything of Kellett remains to be seen, with Lennon expecting the defender to play for the under-21s.
"I'd imagine so," he said
"I wouldn't expect him to go straight into the first-team squad.
"We've been pleased with him since he came back from Plymouth
This was an opportunity that we couldn't stand in his way so hopefully he'll go and make the most of it."
Source : PA
Source: PA