Jones has been linked with Arsenal and Tottenham in the past week.
"You're always going to get speculation when a young lad emerges who has been so impressive as he has been over the seven (league) games he has played so far," said Allardyce.
"You're not surprised when it starts, so he has to make sure he doesn't read it, and we also hope he has a sensible agent.
"They can be the mischievous ones in this situation when they start calling other clubs and doing background work.
"Then they tell the player this club wants him, or that club wants him, and it turns his head. That happens many times, and it's the last thing we want."