Lallana spent much of last season on the sidelines as a result of a spate of injuries before returning to win a place on the bench for last season's Champions League final.
"There were loads of periods during last season when I was sad and angry, not at anyone in particular, just at the situation," he told The Times.
"I was continually battling to contribute, to be dependable to my team-mates because when you get injured, it is almost, not a sign of weakness, but you are not able to do your job.
"Around then I had become distant to Jordan. I knew how important that period was for him and he had important things to focus on, being captain of the club. I didn't want him to worry about me.
I remember one time Jordan (Henderson) picked me up and for the first five minutes, I couldn't say anything or look at him. But he knew. Eventually, we did speak about what was happening with me. I got it all out."