Lallana, who is now with Brighton in the Premier League, was at the club when Klopp was first making his mark on the squad.
Klopp arrived at Liverpool in 2015, with the team floundering compared to their rivals of a similar stature and history.
"You could see immediately he knew the formula for success," Lallana said in the documentary.
"When he said what to do, you did it."
Lallana added: “He has the X factor doesn't he? It's as simple as that. The amazing ability he has to motivate players. If he's left you out for 10, 11, 12 games you're a bit down but somehow with him, you've still got so much respect for him even though you aren't happy.
“I don't know how he does it but he just has the ability to get you motivated because of who he is, so you're fighting for the team and for him and that's the art. It just shows how good he is at being a manager."