The England international only played from the 79th minute, going on as a substitute during the clash against Southampton, his old club, on Sunday afternoon.
But it appears his brief run around the St Mary's pitch wasn't enough to compensate for the time braving the cold in the stand.
:: Phone signal could drop as temperatures plummet
After the match, the 29-year-old shared a picture of his frozen feet with fans on Instagram.
The majority of his toes had turned bright yellow - bearing a striking resemblance to his boots.
He captioned the shot: "Anyone have any suggestions for defrosting feet?"
Although tips from fans included putting toothpaste on his toes, the usual advice is to warm feet back up slowly, using warm water, to prevent chilblains.
Fans in the stand may have had a similar problem when they returned home, as the temperature in Southampton hovered around 4C on Sunday afternoon.
Lallana's cold toes come after reporters at the Winter Olympics in South Korea asked for help with their make-up, after finding the water-based products were freezing to their faces.