The 22-year-old, who failed to play a single minute at Euro2016, was recently dropped from the national squad by Allardyce for their opening World Cup qualifier against Slovakia.
"He's still a young player," said Koeman. "He was disappointed not to be selected.
"It's good to have that support, but not just support, to also ask him why he thinks he wasn't selected.
"I don't like that [when a player blames others]. First, you have to look at yourself. Every manager will select the best players and the best team. And if you show, then you will be selected.
"You can't point your finger at somebody else. You have to ask yourself what you can do better, what you need to improve to be selected. That's how I think about football.
"Maybe Ross didn't play his best match against Stoke when Sam Allardyce was in the stadium. But also what Sam mentioned is that Ross is on his list."