The Raiders were 14-0 down against the Indianapolis Colts before fighting back to narrowly lose 21-17, and Allen said that with a stronger start his side could have won.
"I think we just have to go out and have a little bit more focus early in the game and be able to execute better," he told the club's official website.
"I think that's really the key. We obviously spent a lot of time talking about trying to get off to a fast start. We haven't been able to do that and that's something that we have to continue to work on. We have to get better at that."
The Raiders face the Jacksonville Jaguars on Sunday in their second game.