Giovanni van Bronckhorst chose to pick three centre-backs against Liverpool as he looked to keep things tight on Merseyside.
Liverpool were dominant throughout and claimed a comfortable 2-0 win through goals from Trent Alexander-Arnold and Mohamed Salah.
Rangers had just two shots on target throughout the game and only 36 per cent possession.
Former Liverpool midfielder Lallana admits he was disappointed with how little Rangers offered going forward and pointed to Gers right-back James Tavernier as someone who did not get forward.
He feels Rangers were passive in the game, but noted that playing in front of a packed Anfield can be intimidating for visiting teams.
“It was extremely comfortable for Liverpool and I was a bit disappointed with how Rangers approached the game, especially after their good result at the weekend”, Lallana said on BBC Radio 5 live.
“I thought they’d play with a bit more aggression and on the front foot, but it was total domination from Liverpool.
“Rangers were passive in the way they set up.
“It was a flat back-five, Tavernier never got forward.
“But it’s a tough place to go to.
“It can be intimidating, but maybe it was a perfect game for Liverpool tonight after a few that didn’t go their way.”
Lallana also saluted Rangers goalkeeper Allan McGregor, adding: “It would have been five or six for Liverpool had it not been for McGregor, I thought he was incredible tonight.”
The other result in the group saw Napoli beat Ajax 6-1 in Amsterdam and the Italians top the group.
