Liverpool escaped when Alberto Moreno appeared to shove over Denis Suarez in the box in the 78th minute.
Firmino made it a hat-trick of assists in the 81st minute, getting to the byline brilliant to pick out Sturridge.
His miscued his shot but it went to Lallana who flicked home to ensure no Spanish clean sweep in European finals this season.
LIVERPOOL (4-1-2-3): Mignolet; Clyne, Toure, Lovren, Moreno; Can; Lallana, Milner; Coutinho (Allen 82), Sturridge (Lucas 90), Firmino (Benteke 89). Subs: Ward, Ibe, Skrtel, Smith.
VILLARREAL (4-4-1-1): Areola; Mario, Muscacchio, Ruiz, Costa; Dos Santos (Bonera 73), Pina (Trigueros 59), Bruno, Suarez; Bakambu; Soldado. Subs: Assenjo, Samu, Castillejo, Lopez, Rukavina.
REFEREE: Viktor Kassai (Hungary).