All Premiership managers must have an FA diploma or Uefa pro-licence to be allowed to manage in the Premier League.
"I have spent thousands of pounds making sure I have every qualification to do the job I do," said Allardyce.
"It's expensive and time-consuming to make the grade.
"However, at the end of the day the League have decided on a regulation and it's been broken by the people who set it."
League Managers Association chief John Barnwell admitted they were planning a meeting to discuss the matter further.