Pickford made only his second senior appearance for the Black Cats in the weekend's defeat to Tottenham.
It was Pickford's first Premier League start having made his debut for Sunderland in the FA Cup defeat to Arsenal earlier on in the month.
He told the Chronicle: “It was nice to get the early save from Harry Kane. I don’t really feel nerves.
“I had a lot of experience of lower leagues, that’s why you go out on loan to prepare you for these big stadiums.
“The Harry Kane save early on eased a bit of pressure on me, to save that first one going into 90 minutes was good.
“Then then there were a few more, so it was nice and it gave me a lot of confidence. It’s just a shame I conceded four as well.
“To concede four doesn’t look very good but I made some good saves and I felt my all round game was good."
The consensus seems to be that despite conceding on four occasions that Pickford gave a pretty good account of himself, and adapted to the big stage pretty well.
It seems as though his manager rates him quite highly by giving him the nod ahead of Vito Mannone - the more experienced goalkeeper who appeared to establish himself as the club's number one in recent games.
Allardyce seems keen to give Pickford as many first team opportunities as possible without resorting to sending the 21-year-old out on yet another loan deal.
Given that he claims not feel nerves, you could probably credit Pickford for having an older head on his shoulders, and in his situation - where he is coming into a side in the midst of a fiercely contested relegation battle - it looks as if he has coped with the pressure pretty well so far.