The 62-year-old landed his dream job in July last summer in the wake of a dreadful display at Euro 2016 for the Three Lions.
However he lasted just 67 days at the helm, with one game under his belt, before being forced to step down in the wake of an undercover media sting.
Allardyce returned to club football in December with Crystal Palace and helped them survive in the Premier League before quitting the club and taking a break from the game.
In an interview with talkSPORT, he said: "I understand it was my fault I went to these meetings, but I think that the decision done the day after was obviously something which shocked me.
"I was in shock for two or three weeks just trying to get my head around what happened. I was in a daze, I was staring into the abyss.
"You have to get over it and as disappointing and as devastating as it was for me - I am bitterly disappointed that I am not the manager of England - but I have recovered from that."
Allardyce admits that he may consider a return to football management if the right offer comes along, but only at international level.