McCarthy has been linked with a move away from Blackburn as he is keen on regular first-team action.
McCarthy is currently in London without the club’s permission, as he is hoping for the two side to agree on a deal.
“We are very disappointed with Benni’s non appearance for training and will deal with it separately should he remain here after the transfer window has closed,” said Allardyce.
“We have said all along that we will listen to offers, but only agree to sell if both the commercial and football reasons satisfy Blackburn Rovers. That situation remains unchanged.”
