Over 3,000 West Ham fans witnessed Kevin Nolan score the only goal of the game after just five minutes at the Keepmoat Stadium.
"It was a terrific result for the fans," Allardyce told the club's official website after the final whistle.
"There were more than 3,000 behind the goal and they saw a very professional performance. [The fans] were superb."
West Ham are on the road again in their next Championship fixture with a trip to Watford on Tuesday evening.