Robson, a former Toon manager, had been critical of Allardyce during his short reign, but declared last night on BBC Radio Five Live: "Like most people I was very surprised and stunned by the news.
"I was in his company on Tuesday night, I went to see Newcastle reserves play Sunderland reserves and Sam was there.
"So hearing the news was without doubt a surprise, and I am stunned. That's the eighth Premiership manager we've lost this season already. The pressure is too much now in the Premiership.
"The dismissals of manager are coming fast and frequent and it's rather sad for the game in many respects."