“It’s absolutely brilliant for the football club,” he said. “It’s a very proud day for everyone associated with the club, not just the three boys.
“The fact the team has had such a terrific season has helped the lads individually to get in.
“Also, we should still spare a thought for Jay (Rodriguez), who very well could have been included too.”
Le Tissier was always confident Lallana and Lambert would make the 23-man squad, but admitted he had been unsure whether Roy Hodgson would select 18-year-old left-back Shaw.
“The only doubt I really had was if Ashley Cole was brought back in, because of his experience and the few games he had towards the end of the season,” he said.
“But Roy obviously decided that Luke’s form and the amount of games he’s played has warranted his inclusion, and he is looking to the future too, which is a good thing.
“It’s an incredible achievement. The boy must be shaking his head in disbelief at how unbelievably well the early part of his career has gone.”
On Lallana, Le Tissier said: “I don’t think there was any doubt about it. The only question for me is whether he will be in the starting XI against Italy.
“This season he’s been at the peak of his form for the majority of the campaign. He’s been consistently outstanding and he thoroughly deserves his place in the squad.”
With Manchester United and Liverpool pursuing Shaw and Lallana respectively, Le Tissier hopes Saints can ward off the interest in their most valuable assets.
“We’ll keep our fingers crossed,” he said. “The vultures appear to be circling. We’ll wait and see what happens, but as Saints supporters we hope and pray they’re still turning out for us next season.”
Le Tissier has been an ardent supporter of Lambert since his arrival at the club, and he is delighted that the man who now wears his old number seven shirt has completed his fairytale rise through the ranks.
“It’s incredible what he’s done for the club in the five seasons he’s been here – the goals he’s scored and the quality he’s brought,” he said.
“He’s a player who will probably be coming off the bench, but he’s someone who can have an impact. If Roy’s looking to change things round then he’ll be one of the first people he turns to.”