The 25-year-old said that he has been monitoring the Welshman's progress at current club Real Madrid and has been dazzled by his exploits with the Spanish giants.
"He's moved to Real Madrid for £100m, but he's still competing with the best like [Cristiano] Ronaldo," Lallana told Sky Sports News.
"When they are setting the standard it shows when they are worth that much money and they're still putting in the work and still wanting to get better, wanting to score more goals, then that's the attitude that every professional footballer should have really.
"He's got that X-Factor, he's an unbelievable individual and he's proven his worth."
Lallana has impressed for the Saints this season, and is in contention for a place in England's World Cup squad this summer.