Victory in the Champions League final in June was followed by European Super Cup success, while a run of 16 wins in 17 matches now gives Jurgen Klopp's side a 10-point lead at the top of the Premier League.
They racked up another win, again thanks to a late intervention, in their Club World Cup semi-final victory against Monterrey in Doha to set up a meeting with Flamengo, as the Reds try to win the one trophy that has so far eluded them on three previous occasions.
"It's like an addiction, you win one medal and you want to win another. You want to win more," said Lallana.
"It's massive. We are European champions and to be World Club champions, there's not many people who can say that. We are going to give it our all."
With Brazilian opposition ahead of them in the final on Saturday, former Southampton star Lallana says the squad will be looking to two Brazilians in their squad for extra information.
Goalkeeper Alisson Becker and forward Roberto Firmino both hail from Brazil and Lallana feels the duo might be able to offer assistance in how to tackle Flamengo at the weekend.
"I'm sure Bobby and Alisson will give us some inside info into them," Lallana added.
"We watched them the other day: they were very dynamic, very aggressive, physical, we will have to recover quickly. We are just going to concentrate on ourselves. That's all we ever do. We respect the opposition, we will analyse them."
After Saturday's final in Qatar, the Reds return to Premier League action with a big game on Boxing Day when they face second-placed Leicester City at King Power Stadium.