Allardyce was sacked as manager of Rovers last week by the club’s new owners.
Samba told The Sun: “If this is the way the club’s going to be run from now on, I don’t want to be part of it and I want to leave.
“As captain it’s very difficult to say this but I’ve thought long and hard about it. Nobody in football understands the decision to sack Sam.”
Samba does not believe Rovers chairman John Williams made the decision to axe Allardyce.
The Congo defender said: “I’m sure Mr Williams would not have made this decision. He’s a football man and respects what a great job Sam has done.
“We could have been relegated last year and Sam saved the club, so how can he be treated like this now?”
Samba added: “The players and fans need answers about the club’s future. Unless we commit to who the manager is, how can we attract big players in January?”
