Saturday’s demoralising 4-1 defeat at Upton Park left yet more questions hanging in the air about the manager’s future at St Mary’s.
With just four points from eight games, and having conceded a Premier League-worst 24 goals, Saints are now entrenched back in the relegation zone.
That has generated further speculation that chairman Nicola Cortese could be about to give Adkins the boot.
Lallana was quizzed as to whether he thought the pressure the manager was coming under was unfair.
He said: “We’re all under pressure. We’re under pressure to get results, so is the manager.
“You can’t just look in his direction when we get a couple of bad results.
“We’re the players that are out there, so we’ve got to take responsibility.”
One player unable to take as much responsibility as he would have hoped on Saturday was Rickie Lambert.
The club’s top scorer was surprisingly dropped at the weekend, only making it onto the pitch in the 64th minute, with Saints 2-1 down.
Lallana was asked whether the decision – one that Adkins has come under fire for – had surprised him.
“Listen, Rickie’s one of the biggest reasons we’re here in the Premier League, on the back of his goals,” he said.
“I honestly can’t comment. It’s not my decision who plays, or whether he plays.
“I just get on with my job, as Rickie did when he came on the pitch.
“He’s a professional guy, he’s a top man, and it’s been a pleasure playing with him and it will continue to be a pleasure playing with him throughout my career.
“I’ve learnt a lot off him, and I look up to him massively.”
Lallana was at a loss to explain why Saints had coped so comfortably in the first half at Upton Park, yet crumbled so spectacularly once again in the second.
“Honestly, I don’t know,” he admitted.
“If I knew the answer I’d tell you.
“But lack of concentration comes to mind, obviously three minutes into the second half and two goals down you just can’t do it at this level away from home.
“You give yourself such a steep hill to climb.
“We’ve got to get together on the training pitch and stamp out these errors as a team.”
The midfielder, who revealed that his first Premier League goal meant nothing to him given the result, said the entire team must take responsibility for the problems at the back.
“It’s not just your back four and keeper,” he said. “Listen, you defend from the front.
“We’ve been working on that on the training pitch and we’ve just got to work harder. It’s not just individuals, it’s as a team.
“You defend from the front, and that means from Jay Rodriguez or Rickie Lambert all the way back to the goalkeeper.”