Midfielder Lallana took his season's tally to 18 with a goal either side of half-time to cancel out John Spicer's early opener.
Orient, who sacked boss Geraint Williams on the eve of their trip to the South Coast, took a shock lead after only two minutes. Charlie Daniels' long throw caught the Saints' defence napping and Spicer snuck in at the back post to slot home from six yards.
Southampton looked a long way short of being a top-six side until Lallana equalised with a superb solo goal four minutes before half-time.
Lallana latched onto Jason Puncheon's cross-field pass down the left wing before turning in on his right foot and thumping an unstoppable shot into the top left corner of Orient goalkeeper Jamie Jones' net from 20 yards.
Lallana gave Saints the lead nine minutes after the interval, heading in at the back post after Rickie Lambert had flicked on another Puncheon centre.