A Jermaine Pennant free kick eight minutes from the end meant that the Hammers suffered their first defeat at home since February.
After the match, Allardyce said that much of his side's game went "missing" and revealed that he was surprised at the performance.
"I don't think we were ever comfortable, too much of our game went missing - particularly in possession," he told BBC Sport.
"Stoke were better than us today, and we have to accept that. It's a big shock for the players to turn out a performance like that - individually or collectively, we never played to our best."
West Ham have four points from their first three Premier League games.