The Hammers returned to the top of the Championship courtesy of Mark Noble's double from the spot, but Allardyce believes that the first, awarded for an alleged handball by Guy Moussi, was soft.
"We went ahead through probably quite a fortunate penalty, but you have to be professional and dispose of it when you get the opportunity," said the former Bolton, Blackburn and Newcastle manager.
"It was not the best of days but when you can dig a win out it shows the resilience of the players. As much as we are disappointed with our performance we are delighted with three points. It brings us to three wins on the trot and keeps up our winning streak.
"We can look at the table and see we are three points ahead of Southampton, which is where we want to be."
West Ham will be looking to hold on to the top spot when they travel to Portman Road to face Ipswich next Tuesday.