Coleman insists midfield pivot Allen has the mentality to come back stronger for Brendan Rodgers' men.
Coleman told the Daily Star Sunday: "He's playing for Liverpool now and that jersey is heavier. They are used to winning trophies so if you're not winning games then criticism will come.
"But he's got a good mentality, he's very level-headed and has a steely character. One million per cent. He won't shy away. He may be having a dodgy patch but if you watch him play, he will still go looking to receive the ball and keep doing what he is good at.
"Liverpool have also had down times as well. People don't talk about Steven Gerrard because he is an institution. They won't attack him or Jamie Carragher.
"They will attack the new players. When Lucas signed, he didn't have it all his own way.
"They like him now because he's been there a while. But he's had to earn it and Joe will have to do the same."