The creative veteran, who is now 36, had left Brighton at the expiry of his contract at the end of the season.
However, he is now being linked with a move to newly promoted Southampton, his old club.
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The Saints won promotion back to the Premier League after beating Leeds United in the playoff final on Sunday.
Lallana told Sky Sports: "Nothing is concrete at the moment. We'll just have to see what happens.
They have had a busy few weeks being in the play-offs, but I was delighted to be at the game and went there as a guest of the football club."