Allardyce was given his marching orders on Monday afternoon with his side sitting in 13th place in the Premier League table.
"I certainly didn't see this coming but we've got new owners and you're never 100 per cent sure of what's going to happen. I'm shocked by the decision but this is football," Roberts told Talksport.
"We've got new owners and there's a transfer window coming up and you never know what's going on behind the scenes, but I'm shocked."
On paper it doesn’t seem like Sam has done too much wrong, he saved the side from relegation after joining in 2008 and then steered the club to a top half finish the following season.
Roberts added: "When he came into the club we looked like we were going to get relegated and he took us to 10th, so you can't level too much criticism at him.
"Maybe at times it wasn't pleasing on the eye, but we're in the results business and we want to win football matches, that's the most important thing.
"Everyone has their own views on how the game should be played and it may not have been for the purists but we did okay doing it."