Citrus leaf drop is a very common problem and almost certainly isn't a pest, but a response to incorrect light/water/temperature - they can be a bit fussy.
You can often pick up expensive lemon trees etc from B&Q and similar places because they don't treat them properly, all the leaves start falling off, so they flog 'em off for a pound or something.
There are a few reasons why it happens - one is a lack of light, which I don't think is the case here.
Another common reason is that Citrus are not very good at compensating for the leaves being much warmer than the roots - which can happen when they're in a sunny window - the leaves get warmed up, but the roots don't. The leaves are busy sucking up water, because they're hot, while the roots are thinking it's still winter and there's nothing to do. Eventually, the plant cannot cope with more water going out than coming in and its only solution is to curl the leaves and then to drop them.
Spray/mist the leaves regularly (rainwater is best if you have lime in tap water - otherwise you end up with chalky leaves). Use tepid rather than cold water for watering and don't let it dry out. Maybe consider moving it to a spot that's bright, but not directly in the sun, until it recovers (outdoors on a sunny day, for example).
The opposite problem of over-watering can also cause leaf-drop, if the roots have been so waterlogged that they rotted. They don't need much water in winter.
Even if all the leaves curl up and fall off, don't give up - assume it is still alive; they will often recover after a month or two.
