The skipper admitted he had been concerned about the possibility of losing his teammate during the January transfer window, after the forward was nearly sold to West Ham in the final hours of Nicola Cortese’s reign as chairman.
However, Lambert stayed, and he brought up his century during Saturday’s resounding 3-0 victory at Fulham.
“He means everything to this football club,” said Lallana, who capped his 250th Saints appearance with a goal of his own.
“Obviously, there was speculation with him during the transfer window, so just to see him still here in the Southampton shirt means the world to not just me but the club itself.
“He is our talisman. We turn to Rickie and we’ve all got that respect for him.
“Again, he was outstanding and it is a real pleasure playing with him.”
As well as scoring one, Lambert provided the assist for both Lallana and Jay Rodriguez’s strikes.
“As soon as he gets the ball, you just want to make those forward runs, because he can find you on a sixpence,” said Lallana.
The midfielder added: “It was great for Lambo to get on the scoresheet and get some assists. I thought he was brilliant, along with Jay Rodriguez, who again scores away from home for us.”