Lallana has continually been linked with a move away from St Mary's, with Premier League giants Manchester United, Chelsea and Liverpool reportedly showing interest in the Southampton captain following several impressive performances.
Southampton are also in danger of losing manager Mauricio Pochettino to Tottenham and young defender Luke Shaw, who is at the centre of a tug-of-war between Chelsea and United.
However, 25-year-old midfielder Lallana wants to 'keep progressing' at Southampton after winning a host of awards at the club's end-of-season ceremony.
"The club means the world to me," said Lallana, who played an integral part in Southampton's back-to-back promotions from League One to the Premier League.
"I've been here since I was 12 and I want to keep progressing with the club. I just hope we can make strides forward in the summer and just keep going from step-to-step and doing well.
"I've got a great relationship with the fans. We've been on a journey, and this is the icing on the cake."
Lallana's excellent club form has not gone unnoticed this season, with the Southampton star earning his first England cap against Chile in an international friendly last November.
He is expected to add to his three international appearances at the upcoming FIFA World Cup in Brazil when Roy Hodgson names his provisional 30-man squad on Monday, something which would be a dream come true for the former Bournemouth youth player.
"It is what all kids dream of when you are young, so it is amazing to think I might be part of it," he said.
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