Birmingham managed to beat Blackburn 2-1 at St Andrews as a brace from Cameron Jerome secured the win for the hosts.
“We expected Birmingham to come out all guns blazing and put us under the cosh,” Allardyce said.
“We controlled the first 10 minutes but then give them a first corner and decided to give them a goal.
“With the form and confidence that they are in at the moment, it was always going to be difficult to come back from that. But to gift them another one really killed us.
“Apart from those errors it is a toss of the coin as to who was the better side but Birmingham were the ones who took advantage of their opportunities.”