Brady will have been delighted with the first half of the season, with West Ham fighting for European qualification - and Allardyce was taking most of the plaudits.
Yet since Christmas, the Hammers have struggled massively. With just one win in the last 12 games, Allardyce is struggling for form, with his future at Upton Park now in doubt.
Allardyce is out of contract at the end of the season, and after such an awful spell of results, it currently seems unlikely that he will be offered a new deal to stay in East London.
With questions over Allardyce's future, vice-chairwoman Brady has spoken to The Sun about the situation - saying that 'Big Sam' needs to turn things around because the club is currently underachieving.
"Someone says in the press today that we flattered to deceive up to Christmas - but I 100 per cent disagree," said Brady. "The fact is that West Ham are underachieving and it is Sam Allardyce's task to identify the reason and rectify it. He would wish it no other way."
Tonight, West Ham face Sunderland at home, and fans may see the game as the perfect chance to end this winless run given the precarious situation Sunderland find themselves in.
The Black Cats lie just one point clear of the relegation zone, and new manager Dick Advocaat takes charge of his first game of the club against West Ham this evening.
If West Ham fail to beat Sunderland, the pressure will only mount on Allardyce - and possibly even more so after Brady's warning.