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Allardyce, 62, lasted just 67 days as England boss after he was axed for making indiscreet comments to undercover newspaper journalists, with Gareth Southgate succeeding him.
He bounced back to land the Palace job on Friday, following the dismissal of Alan Pardew, but his experience with the national team still rankles.
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“The first four weeks was something that was one of the darkest moments in my career,” Allardyce told Sky Sports.
“Certainly the early reaction, which was a bit hysterical to say the least, looking back on it.
“I’m talking about me and my wife and my family. We all had to deal with that problem — my children, my grandchildren at school.
“But eventually time passes by, you overcome those adversities and you move on. Moving on for me is taking this job.”
Allardyce has signed a two-and-a-half-year contract, took charge of Palace training on Saturday and will oversee his first match at Watford on Monday.
