A tough yet enjoyable pre-season in Spain and Austria has cemented the strong bond between the new boss and his players.
Lallana, who committed himself to the Saints until 2018 by signing a new five-year deal in April, told The Sun: "There's really good bonding between the coaching staff and the players.
"You would think they had been here six years, not six months.
"The manager is passionate about us and we are passionate about him. We play for him. The way we run and want to get the ball back and are hungry - that's what he wants us to do.
"There were a few eyebrows raised at the change of manager. Nigel did a great job for us.
"It was great to be a part of back-to-back promotions with him. All the lads feel the same.
"Some people outside the club were saying, 'Was it the right decision to change the manager?' But then you didn't hear much because people were really impressed with Mauricio.
"Look at the statements the club are making: the summer signings, the money they are spending, the training ground. And we have a world-class manager.
"I'm really excited to be a part of that for the next five years at least and hopefully longer."