Lovren recently flew home from the World Cup after Croatia were eliminated in the group stages, but despite Brendan Rodgers's interest, the 26-year-old defender has said that he found out about the Liverpool bid from a third party.
"Liverpool sent the offer and the club haven't informed me, not even about the subsequent Liverpool bids. That wasn't right," Lovren told the Croatian newspaper Sportske Novosti. "I found out about the bid from other people which disappointed me and I realised I've got no business staying at Southampton.
"Liverpool sent a £20m offer and [Southampton] paid £9m for me, so they would've earned twice the amount.
"At this point, I don't know what I'll do and I don't like it. It was unbelievable that a few days ago I had an offer of £20m. It was in the morning and by the afternoon the club had said I was not for sale. Frankly, my head is already at Liverpool.
"Liverpool is one of the biggest clubs in the world. Only Real Madrid have as many fans around the world. The last time I played at Anfield, I got chills when I heard 'You'll Never Walk Alone.' I would like to listen to it all the time."