The former England international joined Liverpool from Southampton for £ 25million in July 2014 and was at the club when Klopp first arrived.
But despite being a regular in the early days of the German’s reign, he has slowly grown into a team player due to the elite quality added to Klopp’s squad in recent years.
And although he is still with the Reds playing a vital role when they won the Premier League title, the 32-year-old had already known for months that his time with the club was up.
“I came in and asked the question because I wanted to know what my future looked like,” he said of his departure from Liverpool.
“I had a half-idea of the answer, but I thought it was better to know and have a frank conversation. We had so much respect for each other.
“It’s a strange feeling when you are told that you are no longer wanted. There is an initial feeling of rejection and I think this is normal in any area of life.
“But, after a few days, when I realized this would be my last season at Liverpool, I made sure I treated every day, every training session like it was the last and didn’t take anything for granted .
“I enjoyed the past six months as much as any year while I was at the club.”
And while Lallana, who joined Brighton & Hove Albion over the summer, admits it was difficult to leave Merseyside, he is now enjoying his new life with the East Sussex outfit.
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“It was difficult to leave. But I wouldn’t say I miss it or feel homesick, ”he added.
“Meeting new people and making new relationships with teammates is so refreshing and I needed something. It has been absolutely fantastic.