Hughes was later sacked by the Potters on Sunday.
Before the dismissal, Allen said in a message to Stoke fans: “Stick with us. I can, everyone can, understand the frustration. Why wouldn't you be frustrated? At the moment it's probably a little bit unfairly all directed at the manager. That's the way football goes but it's about us as players.
“We need their help and their support but if they're going to have a pop at anybody it should be us out on the pitch. It's only us who can put it right."
He added: “Unfortunately it's the manager who gets the flak. It's the players who put the shirt on, it's on us, it's down to us and we're the ones who should be taking the heat.
“I don't think I need to tell you what the mood was like in the dressing room. You can all imagine. It's up to us to get back to work. We can't feel sorry for ourselves and wallow in self-pity. Preparations begin now for a huge game at Old Trafford."