Blackburn lost 3-1 in the Carling Cup at Aston Villa on Wednesday after taking a 1-0 lead.
Allardyce said: “It is the clean sheet mentality.
“The reason we were so successful last season was that we had 13 clean sheets in a very difficult season where the transformation of the team was massive.
“We know each other a lot better than we did then and we should be more experienced in terms of the know-how we should have but unfortunately we are not finding that to be the case.
“We looked all right against Everton, when it looked like it was all clicking into place, but then we went to Birmingham (losing 2-1).
“It starts to knock the confidence a bit when performances are good and results don’t follow.
“We are not too bad but we should have notched up at least another win in the Premier League and we have got to make sure we get a win shortly.
“That heaps the pressure on winning the next two games away because winning away for us is much more difficult than winning at home.
“We have got to do it somewhere in the next two games, either at Blackpool on Saturday or Stoke.”
