The former Liverpool midfielder also understands the need for communicating concerns and opening up to tackle discrimination.
As part of the No Room For Racism initiative, Lallana joined Everton's Dominic Calvert-Lewin, Wolverhampton Wanderers captain Conor Coady, Liverpool forward Divock Origi and Manchester City Women's Demi Stokes as they united against abuse and shared the importance of opening up and supporting your loved ones.
"It’s important that you create that bond," says Lallana.
"When you’re in that team environment you want to stick up for your mates and make sure that your mates are feeling OK and not going through any unneeded stresses.
"Ask your team-mates, to your right and to your left, 'How are you?' because you don’t always know what people are going through behind the scenes.
"It’s always important to talk, no matter how young you are. Whether it is to your teachers, your friends, your manager, your boss at work, your parents, it’s just vital to talk. There’s so many people out there that will want to help."
Lallana was speaking as part of a series of educational resources that will be made available to more than 18,000 primary schools through the Premier League Primary Stars programme.