Remove stalks from fennel for another use. Cut bulbs into wedges, removing the core.
Place chicken on a baking sheet. Scatter fennel wedges around the chicken.
Cut three of the lemon halves in half again, for a total of 6 pieces. Scatter around the chicken as well. Place the remaining lemon half inside the carcass, then tie the legs together with butcher's twine.
Sprinkle chicken, fennel and lemon with salt and pepper, and drizzle vegetables with olive oil.
Roast in preheated oven for 55-65 minutes, until an instant-read thermometer inserted in the thickest part of the thigh reads 165°F Remove from oven, cover with foil and let rest 20 minutes before carving and serving.