Sbragia used to be a member of Allardyce's coaching staff when he was Bolton manager and even though they are competing on equal terms these days Allardyce is still generous with his time.
"Sam spoke to me after the last Cup game, we had an hour on the phone just about how things were going and what areas I was finding difficult," Sbragia said.
"He gave me a little bit of advice about how to deal with it myself because I 've got to be mentally fresh.
"I've got a lot of time for him because he didn't have to phone me. He wants me to stay in job as long as I can and he tells me pitfalls and make sure I am right.
"He says be bright, don't try to do too much work and in general try keep fresh for the games.
"The good thing with Sam is that he is very open in discussing how he felt management is going and the way to do it and mistakes he made early doors." Sbragia took over the reins at the Stadium of Light when Roy Keane surprisingly quit as manager two months ago and he has managed to engineer an upturn in fortunes since then.
It may well be his first job but he is already taking on board tips from Allardyce who was once the bookies' favourite to succeed Keane.
"He's very approachable as a manager," Sbragia added. "For instance at Bolton he saw a foreign player in the corridor and asked him when was the last time he was at home and he said probably three months and he told him to have a few days off the next week.
"Sam got them to play for him, his office was always open and door was never closed and he was around everyday he knew everything that was going. He knew everyone's job and he got good people around him.
"He said you need to try keep players together, keep team spirit in the place and give them everything to be ready for the game on Saturday.
"He had a lot of staff. I remember a team photo and we had 19 players and 19 staff but they're all top men, they are all working at Premier League clubs.
"He is very open I could have quick chat with him any time and during training may quiz me as well and may he'd say maybe think about doing it this way.
"I probably need to delegate a bit more and just try refresh things and go through my mind and difficulties I have had with the job and the difficulties he had and how he dealt with it."