Allardyce also warned that if the clubs did not reach an agreement, McCarthy might encounter ill-feeling from the other Rovers players.
Allardyce said: "What he's done is unprofessional but we will only do what is the best thing for Blackburn Rovers.
"It shows you that the only loyalty a player has got is to himself.
"This is what we deal with today in football, there's not such a thing as loyalty as there used to be in the older days when I was a player.
"It's more about a selfish attitude they have and that's not just about Benni, that's all players today. If they want something they do anything to try and get it."
Allardyce said McCarthy, 32, may have been badly advised.
He added: "If he is trying to manipulate a move by staying away, it's not the right thing to do.
"Sometimes players will get advised wrongly and I think whoever is advising him to stay away is very wrong as he's done himself no favours."
Asked what his attitude would be to McCarthy if he was not sold this transfer window, Allardyce said several of the squad may have negative feelings.
He added: "It's not just about whether I would be happy to have him back in the squad it's whether the other players would be happy, because I don't it's right thing to do.
"We will cross that bridge when we come to it but people forget about things very quickly in football."
Blackburn have been linked with Turkey international Yildiray Basturk from Stuttgart, Stoke's James Beattie and Eidur Gudjohnsen, once with Allardyce at Bolton and now at Monaco.
Allardyce hinted at interest in the trio, saying: "If those players are available we may start negotiations but the first thing would be to contact the club."
McCarthy is, of course, absent from the Blackburn squad for Wednesday's home match with Wigan and Chris Samba is suspended but David Dunn has recovered from a knock and is available.
Jason Roberts also comes back into the Rovers squad although midfielder Vince Grella is still sidelined with a thigh strain.
Allardyce wants his players to build on the form that saw them lose 6-4 in the Carling Cup semi-final to Aston Villa despite being reduced to 10 men.
He added: "If we win, it's back to back victories in the Premier League and that is incredibly important.
"Wigan are a good side but we were not clinical enough when we played them before and drew 1-1, but we should have confidence to put in a good performance at home.
"It was very disappointing to go out of the Carling Cup at that stage but now we have only the Premier League to concentrate on."
Source: Team Talk
Source: Team Talk