The England midfielder dispatched Gaston Ramirez's pass after 66 minutes to secure the points for Mauricio Pochettino's men who deserved what was only their second league win in 10 attempts, despite failing to turn their first-half dominance into clear-cut chances.
Keith Downing suffered his first league defeat as Albion caretaker manager, although his side were denied an equaliser at the end when goalkeeper Artur Boruc prevented Shane Long netting a last-gasp equaliser.
The point-blank stop showed just why the Poland goalkeeper was brought straight back into Pochettino's side after missing six weeks with a fractured hand.
Downing will now prepare to hand the reins over to new head coach Pepe Mel who watched the action from the stands.
Saints began the brighter at St Mary's, with Lallana forcing Ben Foster into the first save of the afternoon, albeit an easy one, after eight minutes.
The Saints captain was soon involved again as his chipped cross deflected kindly into the path of fellow England international Rickie Lambert, who, despite being off-balance, came close with a left-footed strike across the face of goal.
Steven Davis and Jack Cork had poor efforts from distance as Saints continued in the ascendancy, although without turning their dominance into clear-cut chances.
Any crosses were being well dealt with by the West Brom defence, most notably a whipped Luke Shaw ball that Gareth McAuley intercepted as Jay Rodriguez waited to put home.
Steven Reid had West Brom's first opportunity of the afternoon after 27 minutes, with his powerful long-range free-kick flying over.
The Baggies soon had another set-piece after Dejan Lovren was booked for taking down Long, with the Ireland international receiving treatment as the resulting free-kick was punched away by Boruc.
It was a rare period of respite for the visitors as Saints penned them back for the remainder of the first half.
After Foster comfortably dealt with a long-range Lambert strike, the 31-year-old's cross was flicked behind by McAuley as Rodriguez lurked at the back post before both saw wayward long-range efforts fly over.
The half-time break was a welcome relief to the 28,610 souls inside St Mary's, although Saints came close to breaking the deadlock six minutes after the restart.
The returning Youssouf Mulumbu was caught out by Rodriguez, who burst through the middle at pace and slotted just wide.
Reid blocked a Davis effort moments later as Saints pushed for an opener, with McAuley blocking a Lambert strike as the hosts continued to press.
Ramirez was brought on in a bid to add a creative spark, with his first impact to earn a free-kick from which he tested Foster.
The Uruguay international had a more telling impact in the 66th minute, meeting a pass from Nathaniel Clyne with a delightful first-time flick for Lallana to slot past Foster.
The Saints captain celebrated by showing a T-shirt wishing happy birthday to his mum, who will have no doubt winced when Jonas Olsson earned a booking for clattering her son.
The West Brom defender joined team-mate Long in Howard Webb's notebook, with the latter joined in attack by Saido Berahino for the closing stages.
Zoltan Gera and Matej Vydra followed the England Under-21 international on to the field as Downing looked to maintain his unbeaten league run.
West Brom would have done just that was it not for Boruc, whose point-blank reaction save stopped Long directing home Liam Ridgewell's low cross at the death.