The forward was stretchered off with what looked to be a serious knee problem against Manchester City and may be ruled out of contention for England's World Cup squad
Rodriguez is waiting to discover whether his hopes of making England's World Cup squad are over, having landed awkwardly on his right knee during the 4-1 defeat to Manchester City.
Southampton manager Mauricio Pochettino said after the game things were "not looking good" for the forward, who boasts 15 Premier League goals this season and made his international debut against Chile in November.
Fellow England international Lallana is hoping for positive news regarding his team-mate's injury, but conceded Southampton had been hit hard by the setback.
Making reference to City's second goal in Saturday's match, which Southampton felt should have been disallowed for offside, Lallana said: "Forget the decision for the offside, forget the result, forget everything. We're just disappointed for our team-mate getting injured.
"We're all absolutely devastated for him – he's an unbelievable lad. He's proven this season what a player he is and he's got his rewards internationally.
"We've all let him know how sorry we are for him, but there's nothing you can really say for him in this situation until he gets his scan and the exact diagnosis is known.
"It's absolutely gutting for him, but we'll just pray that the result of his scan is as good as it can be."