Liverpool's disappointing start to the season continued when they suffered a 3-1 Premier League defeat at Crystal Palace on Sunday after Rickie Lambert had given them an early lead.
The Merseyside club have now lost four consecutive games in all competitions and manager Brendan Rodgers shouldered the blame following their latest setback.
Liverpool now turn their attention to a trip to face the Bulgarian champions in a Group B encounter with so much at stake.
Rodgers' men sit third in the pool with two games remaining and know a victory will move them level on points with second-placed Basel, who visit Anfield in the final game, if the Swiss side lose to Real Madrid.
England international Lallana knows the performance at Selhurst Park was not up to scratch and stressed the importance of putting that right in midweek.
He told the club's official website "It was disappointing, especially after going in front so early. It was a great platform for us to push on and control the game.
"But we didn't do that - we take full responsibility for that. We need to stick together. It's as simple as that. When you're having a tough time as a team, you all need to stay together - you can't start becoming individuals.
"We win and lose as a team; we need to stay together, keep fighting and keep working for each other. We have got a tough game on Wednesday so we all need to be together for that one.
"We need to win to stay in the competition, so the lads will be fighting for their lives to do that. It's important, not just for ourselves, but for the fans, the manager and everyone involved with Liverpool football club."
