"The manager will set us up to get a result there," the paper quoted the 27-year-old as saying.
"We've had two clean sheets in two games and we'll be looking for a third on Monday night. We're going there to try to get the win," Lallana added.
The Gunners trounced Liverpool 4-1 in last season's corresponding fixture but Lallana says the Reds will have a strategy to ensure that history does not repeat itself this time around.
"We'll go to Arsenal with a gameplan to keep this run going," he said. "We've got a full week to prepare for Arsenal now. Hopefully we can go there and put on a good show."
Liverpool beat Stoke City 1-0 in their Premier League opener and followed that up by beating Bournemouth by the same score at Anfield on Monday after new signing Christian Benteke turned in Jordan Henderson's cross midway through the first half.
Lallana was full of praise for the 24-year-old Belgian, who joined Liverpool from Aston Villa for 32.5 million pounds in the close season.
"It was a real poacher's finish. It was a great ball in from Hendo and Benteke is a predator in the box," he said.
"He's a big presence up there. He's great in the air and good with his feet. He brings team mates into play."
(Reporting by Simon Jennings in Bengaluru; Editing by John O'Brien)
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