The 28-year-old, who has played 12 times for England, is facing a lengthy jail term after being found guilty of one count of sexual activity with a child while being cleared of another on Wednesday.
During the trial, Johnson claimed he had admitted to the club on May 4 last year that he had kissed the teenager and sent her sexually explicit messages.
Allardyce said he had no knowledge that the player was guilty and felt "let down" by his behaviour.
"All I knew was he was pleading not guilty on all charges," Allardyce told the BBC on Thursday. "It was a massive shock.
Sunderland said in a statement on Wednesday night that they had been under the impression Johnson would plead not guilty to all four child sex offence charges against him. (http://bit.ly/1LxM637)
"My position was just what I'd heard from Adam, but him changing his plea was a shock while with the end verdict you can have nothing but sympathy for the victim," Allardyce said.
"Justice has been done, he's let everybody down."
Sunderland suspended Johnson for two weeks immediately after his arrest on March 2 last year, but have been criticised for letting the 28-year-old keep playing until the weekend before his trial on Feb.6 this year.
British media said he had earned a reported 3 million pounds ($4.2 million) during that period.
"We all feel let down by what has happened and what Adam has done," Allardyce said. "Whatever his punishment is, he has to accept that and we will have to move on."
($1 = 0.7074 pounds)
(Reporting by Simon Jennings in Bengaluru, editing by Alan Baldwin)
