The Hammers will have to travel to West Bromwich Albion in the next round of the cup competition, and Allardyce appears unsatisfied with the trip.
West Ham had to beat Bristol City at Ashton Gate to get to this stage of the tournament and the fact that they are being forced to go on their travels again has disappointed the Hammers boss.
"It is sad we have been drawn away from home again, but we have won two rounds and will have to try and do it the hard way," he told the club's official website.
The good thing for Allardyce is that West Ham have already beaten West Brom at the Hawthorns this season, so they should go into the game full of confidence.
Doing so could be a hard task, however. Since that defeat, Albion have changed managers and now Tony Pulis is in charge they look a more resilient outfit.
Pulis is famed for his organised and disciplined approach to management and is yet to taste defeat since being appointed at West Brom, showing that his methods are working again.
The tie is due to take place over the weekend of February 14th/15th.