The Portuguese forward handed in a transfer request late in the summer window in an effort to force through a move elsewhere.
He was, however, to be left frustrated as the deadline came and went with him still on the books at Upton Park.
A lack of first team opportunities led Vaz Te to look elsewhere, but he must now re-focus on the battle for starting berths.
Allardyce is happy to still have the 26-year-old involved, with West Ham searching for an attacking spark - with Andy Carroll injured and Modibo Maiga goalless.
The Hammers boss said: "Ricardo has never had a bad attitude.
"What he is is a frustrated footballer. He thinks he should be playing on a more regular basis.
"Opportunities will arise. If he takes them, he will be in the team."