Allardyce was back in football within two months of his exit from England, taking charge of Crystal Palace.
He spent just five months at Selhurst Park but says the time there helped him get his life back on track.
“Crystal Palace saved me, they got me out of the depression I was suffering," he told talkSPORT.
“My life was in turmoil.
“I was living in a cloud I couldn't get myself out of at that time.
“What followed for many, many weeks (after losing the England job) was so upsetting and disturbing.
“I have gone through the mill and come out the other side."