But Wenger was having his usual moan after a game, saying that Rovers’ tactics were unfair.
All Rovers did was crowd the six yard box when a corner was being taken and this unnerved the Arsenal keeper Fabianski who failed twice on corner kicks and gave Rovers’ two goals.
David Dunn got the first, cancelling out Robin van Persie's opener and then Chris Samba came up with the winner in the second half from close range.
"We set out to spoil them and the spoiling tactics worked," said Allardyce.
"They (Arsenal) are one of the big four and when you are beating one of them it is not expected.
"Then it is a bit of emotion after the game that they are upset about something which has not gone their way. But I can assure you that most of the time, throughout the season, the 'big boys' get the rub of the green more than the likes of Blackburn Rovers.
"That is not done on purpose by the officials it is just a psychological problem they have because they are human beings and the pressure they get put under turns them that way slightly.
"We all know that and we have to live with that."