The Hammers go to Selhurst Park on the back of victory over Fulham.
"If anybody wasn't entertained as a West Ham fan, they must be pretty miserable," said Allardyce.
"Now we can't sit back and not try and win at Crystal Palace.
"They are below us at this moment in time and Saturday will be a waste if we lose to Crystal Palace. So when we come off the pitch we have to make sure we haven't lost and if we win then we're a mid-table team.
"We will go to Palace and it's another local derby and we experienced the atmosphere there when we went in the Championship.
"I think it will be a full house and any newly promoted team gets an extra drive and support from their fans.
"Tony Pulis is very experienced and will organise his team to be difficult to beat."
For breaking stories and all the great banter like us on Facebook: facebook.com/tribalfootball