Sunderland were beaten 1-0 by Watford last weekend.
The Black Cats were beaten 1-0 by the high-flying Hornets on Saturday, and they were very slow out of the blocks.
Watford scored early on through Odion Ighalo, and they had chances to extend their advantage before Sunderland started to find their feet in the match.
Unfortunately for the Wearsiders, the damage was already done by that time and Allardyce expressed his frustrations with their performance in the dressing room after the match.
“That’s what the manager said at the end of the game – the start let us down,” Rodwell explained. “We conceded a goal, and could probably have conceded another one.
“I think we managed to claw ourselves back into the game a little bit and threw everything at it in the last ten or 15 minutes, but we just couldn’t find the back of the net. We just didn’t create that last little bit.”
Allardyce was actually forced to change Sunderland’s tactics after 19 minutes of the contest had been played, due to his side’s poor start.
DeAndre Yedlin was replaced by Rodwell early on in the match, and the switch helped Sunderland find their feet.
The Black Cats managed to pose some threat as the game progressed, but they were unable to convert any of their chances.
The defeat leaves Sunderland down in 19th place in the Premier League table, while Watford have climbed all the way up into seventh spot.