Boss wants defence to improve...
The two sides met at Villa Park on Wednesday as Gerard Houllier marked his managerial debut for the Birmingham-based club.
Rovers took the lead in the first half after an excellent strike from Gael Givet. But Houllier's introduction of Emile Heskey saw them surrender the lead as he quickly found the net, before falling to a defeat as Ashley Young bagged a brace.
"We've gone in front in six games out of seven and haven't been able to hold onto things," Allardyce told reporters.
"A game lasts 90 minutes, not 45 and it's frustrating for us.
"We couldn't cope with Villa's change in shape. We must be more resilient defensively and just keep working away at things."
Blackburn were knocked out of the FA Cup and the League Cup by these same opponents last season.