The Seagulls moved seven points clear of the drop zone with Tuesday's goalless draw with Chelsea.
And Lallana, who won the league title with Liverpool last season, was quick to praise his manager and teammates after the game.
Speaking to Sky Sports, he said: "We had a couple of chances at the endI should have buried mine. That is what football is about - the underdogs coming here tonight. We were outstanding and should have taken three points.
"Huge positive again, like all season. We will keep plugging away and get more points on the board. We have a world class manager and good players, The lads are taking his instructions on board. We believe we are going to get points at big clubs."