The Croatia defender has previously claimed he was already thinking about a move to Anfield, comments that did not please Southampton's new manager, Ronald Koeman.
But Koeman added on Friday that the 25-year-old is a key player and that he was expecting him to join the squad on their visit to Belgium.
"That [public comments about Liverpool] was not a good thing of his side," he said.
"I spoke two times to Dejan. He was very clear about his situation. I said 'okay, I am the new manager, I like to keep all the players'.
"I like to keep Dejan in the team because he is an important player in an important position at the team. He has to come back on Sunday."
And that he did, with Southampton posting a photo of him travelling to Belgium on the club's official Twitter account on Sunday.
In addition to the photo, they said: "Maya Yoshida and @DejanLovren05 are back with the #SaintsFC squad after post-#WorldCup breaks."
Southampton have already sold England trio Luke Shaw, Adam Lallana and Rickie Lambert since the season ended.
Koeman has brought in midfielder Dusan Tadic and forward Graziano Pelle from Twente and Feyenoord respectively.
But Lovren and midfielder Morgan Schneiderlin have been regularly linked with moves away from the club and in the case of the former, more interest from Liverpool is expected.
