Lens joined Turkish giants Fenerbahce on a season-long loan deal from Sunderland in the summer transfer window.
The 28-year-old switched to the Black Cats from Dynamo Kyiv in the summer of 2015.
The Netherlands international winger scored three goals and created 18 chances in 20 Premier League appearances for Sunderland last season.
Lens featured in two league matches for the Black Cats this campaign before moving to Fenerbahce in the summer transfer window.
The former PSV winger featured for Fenerbahce against Manchester United in the Europa League on Thursday evening.
The Dutchman scored in the 59th minute of the Group A game in Istanbul to help his side win 2-1.
Former Sunderland star Gray has stated on Twitter that he is baffled that Lens was sent out on loan in the summer transfer window.
Sunderland are at the foot of the Premier League table at the moment with just two points from 10 matches.
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