Lallana scored his first goal of the season as he opened the scoring in a 2-0 success over Swansea at St Mary's before Jay Rodriguez fired home the winner minutes from time.
Southampton now have a couple of weeks off before facing Manchester United.
"We have created a great run, and we have a tough game at Old Trafford after the international break but we are confident and are building a good young squad," Lallana told Sky Sports.
"We are in the top four and now want to stay there."
Lallana admits they had to battle hard to beat Swansea.
"The keeper had to make a few vital saves and Jay Rod came on and got a great goal to cap it off but it was a tough afternoon," he said.
"Sometimes you have to dig in at home, they are a very tough team to play against but credit to us for getting three points.
"We kept another clean sheet and the back four performed great and Boruc made a few great saves, but it is our third straight win on the bounce and hopefully we can continue this form."
Jay Rodriguez added: "We just believe in ourselves, and we deserve to be where we are with the results we have got."