Big Sam takes Rovers to St James Park tonight in his first return since getting the push after serving less than a year in charge of the Toon.
Allardyce said: "I have proved most of the time that when I get a football club it improves from where it was.
"That was going be the case at Newcastle but I was not given enough time, but there is no bitterness towards the club.
"I'm not sure that apart from Arsene [Wenger] and Sir Alex [Ferguson] anyone else has managed at this level for as long as I have.
"I take a huge amount of pleasure in having been able to sustain my ability in the best league in the world."