Lallana explained that nothing went the visitors' way.
"I thought we outplayed West Ham, but their style of football is effective sometimes," he told the Saints website.
"More often than not I like to think that the way we play will overcome opposition like that, but today it wasn't meant to be.
"We had chances and I had a couple of chances at 2-1 that I've got to do better with because then we get back in the game, but we're very disappointed with the outcome of the result.
"To be fair to West Ham their style of football, and the way they play - they pick up points like that."
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