He labelled their second-half performance in Saturday evening's 5-0 Premier League defeat at Chelsea as "pathetic" after they conceded four goals in 15 minutes.
"If we had stuck to our guns and lost 1-0 or 2-0, then you have got something work on," bemoaned Allardyce.
"What looked as though it was working good tactically in the first half completely went out of the window in the second.
"I cannot understand the mentality of my players losing what I asked them to do.
"They have got to make sure they stick to the game-plan if they want to improve their results away from home.
"They are listening because of what happened in the first half but what they are deciding is that when they are 2-0 down, they try and score three. That is a bit naive to say the least.
"It is Stamford Bridge. Scoring one is hard enough. Chelsea have only conceded one all season. I told them all about that and if they were going to get a result, it was going to be a 0-0.
"The object is not to let the opposition score and that is the best way to get a result at Stamford Bridge.
"But they are going to lose their place in the team if they are not careful. They are offering themselves up for being dropped.
"We want them all saying, 'You can't drop me, I've got the shirt, and somebody has got to fight for it'. But it is not difficult to change the team at the moment."