The club moved out of the bottom three after Sunday’s 2-0 win over Newcastle, at St Mary’s.
That followed the 3-1 success at QPR a week previously, which marked only the second victory of the campaign.
With the team having recorded back-to-back wins and now unbeaten in three matches, Lallana, pictured, believes Saints are at last settling into the division.
“We had a tough start and we feel we should have probably been a little higher up the league,” he said.
“We’ve led in a lot of games this year but just not seen it out. We are adjusting to the standard and it is showing by the results we’re getting.
“We will just keep working hard and learning. It is the first season for a lot of us in the top flight but we’ll come to terms with it.”