Alexander-Arnold is out of the Euros after suffering an injury in last week's friendly against Austria.
“There would have been no consoling Trent Alexander-Arnold when injury forced him out of England's squad for the European Championship," Lallana wrote in The Times.
“Watching the match against Austria last week, I could instinctively tell that the issue was serious just from seeing Trent's body language. Having been there myself, you recognise the signs and I was bitterly, bitterly disappointed for him
“Trent is only 22 and it is a natural reaction for people to say: 'Well, he's got plenty more tournaments ahead of him'. This is 100 per cent true for a talent as special as him, but that does not help the player at that moment. No matter who those words come from they just feel like meaningless platitudes.
“The positive from this situation is that hopefully he will be fit for the start of pre-season training at Liverpool but, in the meantime, the coming weeks will be really difficult for him. Your emotions get pulled this way and that.
“I was on standby for the World Cup in 2018 having been injured for part of the season with Liverpool and did not make the final cut. Of course I was rooting for the country, for team-mates I played alongside and also my best mate, Jordan Henderson.
“But being very open and honest, there was also a lot of anxiety attached to following from afar. I felt that I had been a big part of the England set-up under Gareth Southgate and the feeling switched from 'Why me? Why did this happen to me?' to 'What if . . . what if England win the World Cup for the first time since 1966 and I've missed out? I am going to have that with me for the rest of my life'.
“You feel guilty for looking at it that way. You wish you didn't think like that, but that is the reality of the situation."