Former Gillingham manager
says he is "deeply disappointed" to have been sacked by the club.
After Allen was dismissed on Sunday with the Gills 17th in League One,
Peter Taylor returned to Priestfield as interim boss on Monday.
"Any club who achieves promotion will face challenges moving up a level," Allen said
in a statement issued via the League Managers' Association.
"I was extremely confident we would meet our league targets this campaign."
Haydn Parry is a Gillingham supporter, author of two books on the club and a senior producer for BBC Sport.
"I spoke to Martin on Monday and he did say it was a shock," Parry told
BBC Radio Kent.
"He was aware that Peter Taylor was in the background - he'd been seen at games recently - but I don't think Martin thought it was going to happen as soon as it did.
"He was still willing to take a call and talk about it and that is a mark of the man.
"Even though it was not a great start to this season, a lot of fans probably had faith - based on the previous campaign - that he would have turned things around, given time.
"The chairman ultimately makes the decisions and I think he probably took it before the two wins this season. Things were probably in motion before there were signs of life in the Allen camp."
Allen spent 16 months in charge of Gillingham, leading the club to the League Two title last season.
However, he was dismissed after the Kent side won just two of their opening 11 games in the third tier.
Allen said he leaves with "some fantastic memories" and went on to thank his former players, staff and the club's fans.
"It goes without saying that I am deeply disappointed to have been relieved of my managerial duties at Gillingham," Allen's statement read.
"I am extremely proud to have guided the club to the League Two title, their first in nearly 50 years.
"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 and I must pay tribute to the fantastic supporters, with whom I have enjoyed a truly wonderful relationship."
Taylor, who spent the 1999-2000 in charge of Gillingham, will oversee first-team matters until the club find Allen's permanent replacement, which Gills chairman Paul Scally estimates could take four to five weeks.
Taylor is "a perfect fit" for the club in the short-term
and ex-Gillingham defender Adrian Pennock, who played under the former England Under-21 manager, has backed him to be a success.
"With Pete's experience and what he has done before, it will be a great appointment," Pennock told
BBC Radio Kent.
"I am a little bit surprised with Martin leaving because of what he did last year and winning the league.
"Peter has a wealth of experience and his coaching is first-class. Some managers do really well at a certain club.
"I really enjoyed the year he was with us and he has very good man-management skills.
"They are not rock bottom and they have a decent squad down there so the main thing is survival. I think he will do a very good job."