An early Erling Haaland goal was all that separated the two teams on the day.
"Of course, we didn't dominate the ball, we didn't probably have the better chances in the game, but there were definitely moments, especially within that first half, where I felt we imposed ourselves against the best team in the world, in my opinion," Lallana later said.
"I was really proud of how we reacted after the goal went in. I felt that out there, there were moments where we took the ball, we broke through the press, and it's just about being calm in those moments.
"I think we have to take the positives, we have to look at those moments, gain belief from that and take them into the rest of the season and especially the next fortnight, which is obviously huge for us.
On his own involvement, Lallana added, "I'm still enjoying it and I'm sure all are as well.
"60 minutes against, again, the best team in the world, so I take confidence in myself that I can still compete at this level. Maybe not for 90 minutes, but slowly but surely building the fitness up."
"I can only go off how I felt, and I felt I performed well but I'd have taken points rather than a positive performance.
"Like I said, we won't be defined by that result today. There's plenty of games left still to play and we have to take belief."