Everton player Lennon, 30, is said to have been detained on Sunday afternoon by police.
The Daily Mail claim officers were called to a location in Salford amid concerns over his state of mind.
Everton issued a statement on Tuesday that said: “Aaron Lennon is currently receiving care and treatment for a stress-related illness.
“The club is supporting him through this and his family has appealed for privacy at this time.”
The former Leeds United and Tottenham player was allegedly on the side of a thoroughfare near the M602 motorway.
A spokesman for Greater Manchester Police said: “Police were called at around 4.35pm on Sunday, April 30, 2017 to reports of a concern for the welfare of a man. Officers attended and a 30-year-old man was detained under Section 136 of the Mental Health Act and was taken to hospital for assessment.”
Lennon became the youngest-ever player to appear in the Premier League when he made his debut for Leeds at the after of 16 years and 129 days in a 2-1 defeat at Tottenham in August 2003.
He scored his first professional goal in a 3-2 win at Sunderland the following season.
Lennon left Leeds for Spurs in a £1m deal in 2015 and spent a decade at the north London club before heading to Everton, initially on loan.
He has played just 13 games for the Toffees this season, scoring his only goal in a 4-0 EFL Cup win over Yeovil.
