Allen was relieved of his duties at Priestfield on Sunday, 24 hours after a 2-0 defeat at Shrewsbury left Gills in 17th place in League One having claimed nine points from their 11 games this term.
The surprise sacking came following last season's achievements in which he led the Kent outfit back to the third tier for the first time since 2010 by storming to the League Two title in his first campaign at the helm.
A local newspaper poll of Gills fans suggests close to 80 per cent of those who responded feel chairman Paul Scally was wrong to sack Allen, and the 48-year-old insists he is proud of what he achieved at the club.
"It goes without saying that I am deeply disappointed to have been relieved of my managerial duties at Gillingham having enjoyed some fantastic results in my 16 months in charge," said Allen in a statement released through the League Managers Association.
"I leave Gillingham with some fantastic memories and I am extremely proud to have guided the club to the League Two title in that time, their first in nearly 50 years. On a personal note I was extremely honoured to have been voted by my peers as the League Two Manager of the Year following the success we all enjoyed.
"Any club who achieves promotion will face challenges moving up a level so it is with regret that I have been dismissed after just six league losses this season. With two great wins from our last three matches as well as being four places above the relegation zone at this early stage of the season, I was extremely confident that we would meet our league targets this campaign.
"At this stage I would like to wish the players the very best for the rest of the season and I thank them for the hard work they have put in and the great attitude they have shown throughout my time in charge. I would also like to thank the staff at the club, it has been a pleasure to work with you, and of course I must pay tribute to the fantastic supporters of Gillingham with whom I have enjoyed a truly wonderful relationship."
Peter Taylor, who led the Gills to promotion himself during one season at Priestfield in 1999/00, has been appointed as interim manager while the club undertake their search for a full-time appointment.
Chairman Scally revealed on Monday that he had already received a huge response from potential new candidates and that considering the correct appointment is going to take considerable time.
And Taylor has admitted himself that he would like to land the job beyond his interim appointment.
"I'm sure Paul has been inundated with agents and CVs," Taylor told Sky Sports' FL72 Review show.
"I think he just didn't want to make another long-term decision at the moment so he asked me if I'd be prepared to go in there short-term, which I am. I really enjoy the coaching and I enjoyed working with Gillingham.
"So I'm very happy to do that and I want to be doing well to throw my name in the hat."