The Saints were rocked this week by the departure of executive chairman Nicola Cortese as owner Katharina Liebherr installed herself at the St Mary's Stadium.
Cortese's exit prompted speculation that manager and close ally Mauricio Pochettino could follow, and the Argentinian's revelation that he will assess his position at the end of the season did little to quell the uncertainty.
However, amid speculation that the Italian could attempt to put together a consortium to launch a take-over attempt - Press Association Sport understands reports to that effect are wide of the mark - Lallana is adamant that none of that will affect him and his team-mates.
The 25-year-old told Saints player: "It hasn't been a tough week, but things have happened that people might have thought would have taken our eye off the ball.
"We are the same team that's been together and we have the same manager, so we have got to fight for each other and for him, which is what we have been doing all season and the season before. Nothing has really changed.
"We proved to people that we haven't been affected and our minds are still as fresh as they ever have been, and I think that showed."
That is a view shared by former Southampton midfielder Matt Le Tissier, who is confident that changes in the boardroom will not necessarily have repercussions on the pitch.
He told BBC Radio 5 Live: "I don't see what's happened off the field affecting what's going on on the field at all, to be honest.
"As long as the new chairman and our owner, Katharina, is true to her word and none of the players get sold in January, I don't see any reason why we can't finish in the top half of the table.
"We have got a nice few points to the bottom half, so I see no reason why this should affect us."
However, Le Tissier called on Pochettino to help bring back a little stability by ending the uncertainty over his own position, despite the manager voicing his intention to carry on with his plans for the club ahead of talks with Liebherr over her long-term vision after Saturday's 2-2 Barclays Premier League draw at Sunderland.
He said: "It would have been nice for the fans to hear him come out and give his unequivocal backing, rather than a half-hearted, 'I'll see what it's like in the summer and take it from there'.
"But certainly things have improved. We are in the top half of the Premier League and I think a lot of fans would have accepted that at the start of the season.
"There were ambitions to be a Champions League club, but I think it's going to take a heck of a lot more money invested in the side before we can begin to think about challenging in that department."
For 30 minutes or more at the Stadium of Light, the Saints looked every inch a top-half side as they tore Gus Poyet's men to shreds.
They led 2-0 with just 31 minutes gone courtesy of goals from Jay Rodriguez and Dejan Lovren, and indeed could have been out of sight if they had taken more of the chances they created.
Even after Fabio Borini had pulled one back for the home side, the visitors continued to dominate and but for keeper Vito Mannone, would have had the win wrapped up long before Adam Johnson snatched a point with a 71st-minute equaliser as the Black Cats belatedly found their feet.
Skipper Lallana said: "We were brilliant in the first half, but we were disappointed not to go in [at half-time] two goals ahead.
"We felt that would have knocked the stuffing out of them. They got the goal and it's that type of ground - and they are that type of team - that, when you get a goal, it lifts everyone.
"We are disappointed that we gave them the opportunity to get involved in the game because it could have been three or four in the first half. Maybe that's something we have got to learn from going forward."
Southampton's day was not improved by late injuries to Jose Fonte and Gaston Ramirez which resulted in both being taken to hospital.