The Merseysiders have yet to win a Premier League match in 2017, taking just two points from a possible 12.
As a result Jurgen Klopp’s side have dropped out of the top four for the first time since September and are 13 points adrift of table-toppers Chelsea.
They managed a draw with Chelsea but their next match saw them beaten 2-0 at Hull on Saturday.
Liverpool’s league losses so far this season — to Burnley, Bournemouth, Swansea and Hull – have all come against teams currently in the bottom nine.
By contrast, Chelsea have dropped just two points in 12 matches against the bottom clubs, with Antonio Conte’s side holding on to 1-0 wins away to Middlesbrough, Crystal Palace and Sunderland.
“You can see they have a lot of experience and that they are used to winning,” Lallana told Wednesday’s Liverpool Echo newspaper.
“They know how to win games even when not at their best. You don’t have to always win by scoring five or six.
“Maybe that’s an area we need to improve on. We maybe need to realise how good we are at times.”
The England international added: “Milly (James Milner) is probably the only one in our group who has that type of experience because it only comes from winning silverware like he did at Manchester City.
“Myself and the other players haven’t won titles or loads of cups so we need to learn from him and listen to him because that type of experience is vital.
“We need to learn and get back to winning ways in the league as soon as possible.”
Download our app and read this and other great stories on the move. Available for Android and iOS.