The Saints have reached the dizzying heights of fourth thanks to Sunday's 2-0 home triumph over Swansea City which was their third win on the trot.
Lallana netted the opener in the 19th minute before Jay Rodriguez grabbed a second for the Saints with seven minutes left and the midfielder was looking for more of the same as the season progresses for the St Mary's club.
"We have created a great run, and we have a tough game at Old Trafford (against Manchester United) after the international break but we are confident and are building a good young squad," Lallana told Sky Sports.
"We are in the top four and now want to stay there."
He added: "We kept another clean sheet and the back four performed great and (Artur) Boruc made a few great saves, but it is our third straight win on the bounce and hopefully we can continue this form."
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