Allardyce says he feared the sack in January.
He told the Sunday Mirror: "The Premier League is worth about £70million a season. When you go down to the Championship it's about £10m plus parachute money so the gulf between the two divisions is like the Grand Canyon.
"The devastation caused by relegation is huge and affects a club for years, so I don't mind admitting January was probably my most difficult time in Premier League management.
"We weren't far away from getting the results but the turning point was going to Cardiff.
"Andy was back on the bench and that gave everyone a boost but we had James Tomkins sent off when we were winning 1-0 with 25 minutes left. I just sat there thinking what else could possibly go wrong this season, but Andy came on and made the second goal for Nolan.
"To win in that manner boosted belief, and to climb away from trouble with the results we've had in February is massive credit to the players and staff."
For breaking stories and all the great banter like us on Facebook: facebook.com/tribalfootball