Sunderland said the ongoing speculation over the future of Allardyce, who, according to British media, has already been interviewed by a three-man FA panel, was "extremely damaging" to the club.
"Sam is very much key to our plans," the club, which narrowly escaped relegation last season, said in a statement.
"After what was an extremely challenging season, we are keen to see a period of stability, both on and off the field, and we want him to remain as manager of our football club."
Sunderland said it allowed the FA to contact Allardyce at the manager's request but sought a quick end to the uncertainty.
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"...we urge the FA to respect the disruption that this process is causing and bring about a swift resolution to the matter," the club added.
Bournemouth manager Eddie Howe, former England coach Glenn Hoddle, Arsenal manager Arsene Wenger and United States manager Juergen Klinsmann have also been linked with the post by the local media.
(Reporting by Nivedita Shankar in Bengaluru; editing by Sudipto Ganguly/Amlan Chakraborty)
