Lallana scored in his side's victory to take them up to third place in the Premier League table.
"It has been an emotional week, a very proud week for my family," Lallana told reporters. "It has been a proud week for the club as well, with J-Rod (Jay Rodriguez) and Rickie (Rickie Lambert) also being named in the squad.
"It just proves how far the club has come forward and it is credit to not just the players, but the management staff, chairman, the scouting and recruitment department, and the fans, who have stuck with us when we were in League One not so long ago.
"We are happy with the way things are going and we just want to keep performing well."
Lallana has spent his career at the Saints, joining the youth team in 2000.