The Hammers held Southampton to a 0-0 draw at St Mary's on Sunday, making it their third clean sheet of the season, but they have countered that by failing to score in their past trio of fixtures which Allardyce is well aware of.
"At the end of the day that far out he should at least hit the target but overall (it was) a decent performance," he told Sky Sports 1.
"Defensively we showed how good we are, I think we have only conceded one goal in four games, but we just can't find the back of the net.
"Three games without a goal is my concern - it's not as if we haven't created any chances or good opportunities in and around the final third today to try and score but it's just eluding us at the moment.
"When a golden chance falls that late in the game you want to put it in and walk away with all three points."