Rovers were impressive in a 0-0 draw, hitting the woodwork through Morten Gamst Pedersen and having a number of other chances, including some fine saves from Robert Green and a possible handball in the area by Mark Noble.
"We are disappointed we have not turned a very, very good second-half performance into a victory," said Allardyce.
"We had the free-kick that hit the bar, and then Jason Roberts' chance. Martin Olsson's drive is going in the top corner and Robert Green has saved it, then there is the penalty.
"The handball on the line is just one of those things you hope the referee would spot, but he has not been able to. What should have been a definite penalty for us wasn't, because if he has not handballed it, it was in.
"That aside, we have had enough chances to put the ball in the net more than once, and we failed to do that."
Source: PA
Source: PA