The 62-year-old lasted just 67 days in his "dream job", leaving the role by mutual consent after being caught up in an undercover newspaper sting.
Allardyce managed one game during his short stint in charge of the national team, admitting that he was left "embarrassed" by his behaviour and struggled to watch the Three Lions' clash with Malta in October - the match that should have been his first in charge at Wembley.
"I couldn't watch. I tried to. I maybe lasted 15, 20 minutes. But I couldn't continue. I had to turn it off and watch something else," he told the Daily Mail. "It was Wembley and I hadn't even had the opportunity to get a game under my belt there. That would have been a big moment for me. It was a gut-wrencher, that.
"I wasn't just proud to be the England manager. I was ready. I felt comfortable being there. Our vision of changing St George's Park because we were going to work from there. All my staff were going to work from there to make things better.
"And we made a good start, winning that first game in Slovakia. And then all of a sudden it was over. Apart from the last two they were very good days."
Allardyce, who was also filmed mocking predecessor Roy Hodgson for his speech impediment, returned to management with Palace in December thanks to some encouragement from legendary manager Ferguson.
"That was embarrassing for me. No doubt about that," he added. "I haven't spoken to Roy. I made a decision not to call him because I thought it would be better to wait until I saw him, face to face. But I haven't seen him yet. That will be the time to address it though. I'll definitely do that.
"Fergie invited me to a game. He told me to get up and get back out there. He's a man of great wisdom. The more people like that support you, the quicker you recover."
Allardyce succeeded in his mission of keeping Palace in the Premier League this season, doing so with a game to spare.