Martin Jol, Chris Hughton and even Diego Maradona have been mentioned as potential successors to Allardyce, who was sacked by Rovers' owners the Venky's Group despite the team sitting relatively comfortably in 13th place in the Barclays Premier League.
The 56-year-old replaced Paul Ince at the Ewood Park helm in December 2008 and, having guided Blackburn out of the relegation zone to safety in that campaign, led them to a respectable 10th place last season as well as the semi-finals of the Carling Cup.
"I had to pop in to see the chairman (John Williams) and he presented the rather shocking news to me," Allardyce told Sky Sports. "It was obviously unexpected, but that's the world of football.
"It hasn't really been explained to me and I'm a little confused in my own mind at the moment, but the reality will kick in in a couple of days.
"For now it's just about me thanking everybody at Blackburn Rovers. I have had a fantastic two years there and really enjoyed my time with everybody - how well we did, given the circumstances when I took over, and how we built the club going forward."
Source: PA
Source: PA