Hull, who had substitute Robbie Brady sent off for serious foul play with 11 minutes to go in Tuesday night's clash, took the lead at the end of the first half when Slovenia international Robert Koren headed home Tom Cairney's cross.
But Southampton, who have won their last 21 matches in all competitions at the St Mary's Stadium, poured forward after the interval and equalised through Brazilian midfielder Do Prado three minutes after the restart before Lallana headed home his seventh goal of the season seven minutes later.
The Saints saw their lead at the top of the Championship cut to two points on Saturday when they slipped to their first defeat in nine league games and their remarkable home run looked in jeopardy at half-time after Hull had given as good as they got.
But Nigel Adkins' side tore out of the blocks after the restart and once they got their noses in front the visitors offered little to avert a fourth defeat in their last five league matches and back-to-back losses for caretaker-manager Nick Barmby in his third game in charge.
Southampton made two changes from Saturday with midfielder Morgan Schneiderlin and defender Dan Harding back in the side, while Hull's only change saw striker Aaron Mclean return from suspension.
Schneiderlin tested Hull goalkeeper Peter Gulacsi from close range in only the third minute and at the other end Koren's 25-yard drive was well held by Kelvin Davies 10 minutes later.
Lallana and Hull striker Matty Fryatt both had shots blocked as the early action see-sawed, but the home side looked the more likely to break the deadlock.
Leading goalscorer Rickie Lambert dragged an angled shot from inside the penalty area wide and midfield pair Do Prado and Dean Hammond headed just off target from Lallana corners.
But it was Hull who snatched the lead two minutes before half-time. Tom Cairney crossed from the left and Koren was on hand to head the ball into the top corner from six yards for his fourth goal of the season.
Southampton's response was instant and from Lambert's cross Do Prado headed wide again to leave the home side trailing at the break.
Adkins sent on midfielder Steve De Ridder for Jack Cork after the break and his tactical switch soon paid dividends as Do Prado slammed home a 48th-minute equaliser.
Lambert headed the ball on in the box and Do Prado pounced to slam home a rising shot into the top corner from 12 yards.
Southampton, suitably perked, swept forward with added zest and were rewarded with a second goal seven minutes later.
Defender Frazer Richardson supplied the ammunition with a fine run and cross from the by-line and Lallana swooped to direct his header down into the bottom corner.
Hull wrestled back an equal share of possession midway through the second period and Koren flashed a shot from the edge of the area wide after Adkins replaced Lambert with another striker, Lee Barnard.
But once Brady saw a straight red for his 79th-minute foul on Harding there was no coming back for the visitors.