The England midfielder came through the famed Southampton academy and went on to become captain of the south-coast club, playing a key role in their rise from League One back into the Premier League.
Lallana left to join Brendan Rodgers' side in a big-money move last July and admits to doing all he could to ensure the move went through.
The 26-year-old took out a full page in the local newspaper to thank Southampton fans for their support and has insisted he never threatened not to play for them if he was unable to move to Merseyside.
Lallana will face his former club at St Mary's Stadium this weekend and the former Southampton fans' favourite is not expecting to be welcomed with open arms.
He told BBC Radio Solent: "I'm not stupid enough to think the way I left didn't leave a sour taste in a few people's mouths. I regret the way I left. I regret bits and pieces of how it happened and it got nasty. It was sad the way it happened.
"What is true is that when I knew of Liverpool's interest and that they had put a bid in, I did say to the club it would be my wish if they could negotiate a fee for me to move on.
"Not for one second did I say I wouldn't play for the club again. I'm man enough to say it was my choice and my decision for me to move on.
"Deep down I hope Saints fans appreciate the times we had at the club together. Football is a fickle game - if I do get the jeers and the boos I'm just going to take it as them missing me playing down there because I miss Southampton.
"I miss the fans and I miss the good times we had down there. Of course I do."
Southampton sit fourth, four points ahead of Liverpool, and will be seeking revenge for their opening-game loss at Anfield.
