The 26-year-old England international signed for Liverpool in a £23 million deal but received criticism from Saints fans, some of whom perceived him to have engineered a move away from Southampton.
Lallana paid for an advertising space in the Daily Echo newspaper to offer his thanks to Saints fans.
"14 unforgettable years, the memories will last a lifetime. Thank you Saints fans for your endless support, a place in my heart forever,” read the advert.
The attacking midfielder spent 14 years at the club and after a sensational season under Mauricio Pochettino he earned a call up to the England squad for the World Cup in Brazil. However, it wasn’t just Three Lions boss Roy Hodgson whose attention he caught but Liverpool manager Brendan Rodgers who pulled out all the stops to sign Adam Lallana.
Fans have suggested the attacker attempted to force through a move to Anfield leaving a bitter taste I the mouths of Southampton fans.
"Adam threw his toys out of the pram - and revealed he would never play for the team again if they did not accept Liverpool's offer," a source told the Sun. "It left a bitter taste."
The thank you note may well placate some Southampton fans but those who remain unconvinced are unlikely to stop him from making the best of his move to the Reds. He joins the Merseyside giants who came runners up in the Premier League last term under Rodgers, alongside the likes of England team-mates Steven Gerrard, Raheem Sterling, Daniel Sturridge and Jordan Henderson.