Having joined Saints in 2000 aged 12, the attacking midfielder has stayed with the club through its many peaks and troughs.
Lallana was part of the side relegated to League One four years ago and helped Southampton secure back-to-back promotions to the Premier League.
Now captain, the 25-year-old has played a key role in the fine start Mauricio Pochettino's side have made to the campaign.
Saints head into the international break fourth in the Premier League and having collected five clean sheets from seven matches - something which has not surprised Lallana.
"This is the most confident, best squad I've been involved in, competition for places," he said.
"Even though we weren't at our best on Sunday we still won against Swansea. That's the sign of a good team and hopefully we can keep that going for the future.
"For however long we're in fourth we're going to want to stay there and look up, we're not going to look behind us.
"That's the same as any team. You don't want to look behind you, you just want to look up. Whilst we're in fourth position we're going to want to stay there and win our next game."
As well as the team, Lallana will also be hoping to keep his own fine form going.
After taking a while to adapt life in the top flight, the 25-year-old has impressed for Saints this term, leading to suggestions he could follow Rickie Lambert into the England set-up.
"I'm working hard," Lallana said. "The manager is pushing me harder and harder
"I enjoy working hard and working for him. He's getting the best out of me and I just want it to continue.
"I've always wanted to add more goals to my game and I've never been worried about anything.
"I just want to continue working hard and being part of a successful winning team. As long as we're winning games it's not vital who gets the goals."