Saints moved out of the relegation zone with a 1-0 win courtesy of Jason Puncheon but Lallana left on crutches to mar the win.
"We've got him in a brace and he is on crutches at the moment," manager Nigel Adkins said. "That is standard procedure.
"He has got a knee injury and what we will do is assess that over the next 24 to 48 hours and that will give us a better prognosis to how long potentially he will be out for.
"It could be short, it could be longer. We don't know so we won't guess at the moment."