That's the way citrus trees operate. Nothing to worry about.

dont let it keep too many. Energy to the tree not the fruit when young.

tim45z10, are you saying it is normal for all of them fall off?

Looks like in my case it is not about keeping too many, but rather about losing all of them. I remember when I purchased the tree the vendor advised me to "remove all but one bud in a cluster, which is also an effective way to grow larger lemons". However, in my case, they're falling off by themselves. Should I really leave one per cluster? I still have many that have not fallen off.

It's hard to tell but from the pics it looks like there are not that many leaves on your tree. If a citrus does not have enough foliage to support any fruit, it will often drop all of them.

Better to figure out why your tree has so few leaves and work on that. When it has enough foliage to support fruit, more of the fruit will stay.

BarbJP, indeed my lemon is not that leafy (see photo). But I thought it looked OK for its size. Can you be more specific as to the link between foliage and fruit setting? Never heard this before. I am a novice at this.

The leaves make the food/energy for the plant. The more leaves, the more energy. Making fruit takes a lot of energy for the plant. If it has to decide between the fruit and it's own health, it will drop the fruit.

Your tree truthfully has just barely enough leaves to support itself, but not enough to make fruit.

Here, check out Tom's thread. He grows inside also, and his are some of the healthiest I've seen grown inside. Very leafy.

http://forums.gardenweb.com/discussions/3785984/spring-grow-light-fever?n=21

And here's Laura's thread. She has them outside in the warm seasons, but keeps them inside in winter.

http://forums.gardenweb.com/discussions/3852778/my-trees-are-so-happy?n=10

Thanks. Tom's and Laura's various citrus trees look really happy. Unfortunately, I do not have special lighting (like Tom), nor do I live in a private home and can take the tree outside. I live in a Bronx, NY, high-rise apartment with a window facing north. This may be the principal reason for my lemon not getting enough light. Do you think I can somehow remedy this foliage situation.

In your situation, getting supplementary lighting is probably the best solution. The light from that window isn't enough most likely, especially as it's a north window. Great light for doing art, not so good for plants. There are several threads here where people talk about what kind of extra lighting they use.

Here's one that Steve started. He does a lot of innovative lighting with a limited budget and gets good results. Plus a lot of others put in quite a bit of input and ideas on the thread.

http://forums.gardenweb.com/discussions/3477266/cfl-power-23-watts?n=70

There are other threads too, you can use the search box at the top of the forums to find them.