Lallana was one of the players who could not get on the plane for the tournament in Russia, due to injury.
And while he feels the pain of missing the tournament, he does not want to dwell on the past ahead of the new season.
He said ahead of an ICC game with Manchester City on Thursday: "Of course it was frustrating because I wanted to be there.
"It is what it is. Sometimes when you are a professional footballer, you have to deal with tough decisions. So I was just supporting them like any other fan.
"My best mate Jordan [Henderson] was there and he was one of the best players. It was great to see him do so well. The team got to a semi-final and it was a remarkable achievement.
"I still feel that is the case. If I had been fit and had a half decent season in terms of availability, there is no shadow of a doubt that I would have been there.
"But I had a disappointing season in terms of my fitness and, you know, it just wasn't meant to be.
"But that is in the past and I'm back in pre-season, three weeks down the line. The next goal is West Ham and I want to be in the best possible shape for it. I want to play good football again."