Lallana believes Saints have turned the corner after winning 3-1 at QPR and then defeating Newcastle 2-0 on Sunday.
"We had a tough start and we feel we should have probably been a little higher up the league," he said.
"We've led in a lot of games this year but just not seen it out. We are adjusting to the standard and it is showing by the results we're getting.
"We will just keep working hard and learning still. It is the first season for a lot of us in the top flight but we'll come to terms with it."