The Hammers will face Cardiff City in the play-off semi finals and the winners will meet either Birmingham City or Blackpool at Wembley for a place in the Premier League for next season.
“We finish the season on a high; we won our last two home games playing very well indeed,” Allardyce told the official site.
“We have had outstanding away results all season and at home too apart from the string of four draws. That was the only difference between automatic promotion and the Play-Offs - our run of four home draws has ultimately cost us.”
“The Play-Offs are a one-off event. It’s completely unique in its atmosphere, its tension and the pressure you are under. You have got to deal with it properly and good form or bad form it counts for nothing. You have got no margin for error; you have to do it right on the day and then hope the other forces you can’t control don’t go against you.
“We lost in the last minute against them in the first game of the season and then we beat them at their ground in March. So it’s one win each and we go into the game on Thursday making sure that when we come back to the Boleyn we are still in the tie hopefully with a lead which we can build on and progress to Wembley.”