Lambert was on the mark in Saints' win over Fulham.
Lallana said: "He means everything to this football club. Obviously there was speculation with him during the transfer window.
"So just to see him still here in the Southampton shirt means the world to not just me but the club itself.
"He proved against Fulham what an unbelievable asset he is for us and without him we probably might not be in the Premier League, without his goals in League One and the Championship.
"He is our talisman. We turn to Rickie and we've all got that respect for him.
"Again, he was outstanding today and it is a real pleasure playing with him."
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