The promoted Saints sit 18th on the Premier League table with just four points from eight outings and Adkins has been copping the brunt of the criticism.
However, captain Lallana suggests that players need to take the blame for the mediocre start which has seen the St Mary's club shift a massive 24 goals.
"We're all under pressure. We're under pressure to get results, so is the manager," Lallana told the Daily Echo.
"You can't just look in his direction when we get a couple of bad results.
"We're the players that are out there, so we've got to take responsibility."