On 17 September 2015, Lallana scored the opening goal in the new Europa League season opening group stage away match against Bordeaux at the Stade Chaban-Delmas, a match Liverpool went on to draw 1–1. On 1 October, Lallana scored in a second match in a row against Sion in the Europa League but the match ended in a 1–1 draw. On 23 January 2016, he came on as a second-half substitute and scored an injury-time winner in Liverpool's 5–4 away win at Norwich City. On 28 February 2016, Lallana came on as a second-half substitute and missed in the penalty shoot-out against Manchester City, resulting in Liverpool's defeat in the 2016 League Cup Final. On 3 March 2016, he scored and assisted in Liverpool's 3–0 home win against Manchester City. On 23 April, he scored Liverpool's second goal against Newcastle United, which took the Reds to a 2–0 half-time lead, but the match ended with a 2–2 draw. On 5 May, he scored the third goal in Liverpool's second-leg win over Spanish team Villarreal in the Europa League semi-finals, with the Reds advancing to the final with a 3–1 aggregate win.