Reports have suggested Manchester United are weighing up a move for Lallana with the winger impressing for Southampton this season.
Saints boss Mauricio Pochettino had warned clubs off a move for Lallana, insisting the club are under no pressure to sell their captain.
Lallana, who has broken into the England squad this season, has pledged his commitment to Southampton, claiming he has no plans to leave the South Coast.
"I can't express how happy I am at the club," Lallana told the Daily Mirror. "I am so settled. Settled at home with a young child and my family live down here.
"I don't think I am too comfortable either, I get challenged week in week out playing in the Premier League. It is where you want to be as a player.
"I am delighted and as happy as I have ever been here playing for Southampton with one of the best managers in the league."