The former Bolton midfielder scored the only goal of the game after five minutes at the Keepmoat Stadium, enough to seal all three points after last week's loss to Cardiff.
The Hammers boss said that Nolan, who helped Newcastle secure promotion two years ago, is a key figure in the dressing room.
"He could have had two goals today," said Allardyce. "He's got a good mentality, Kevin, and he knows what it takes to get out of this division.
"We know it's got to be quality with team spirit and he builds that in the dressing room. He talks to players and demands things from players which helps me with my job."
West Ham will next travel to Vicarage Road to take on Watford on Tuesday.