Since Allardyce's departure from the Reebok Stadium was announced yesterday, speculation has been rife that he could be set to join Manchester City or Newcastle.

Nolan has also been linked with a move away from the club, something he denies, and he is adamant that his former manager's head was not turned by overtures from a Barclays Premiership rival.

"I know Sam Allardyce does not have a job in the pipeline," he told BBC Sport.

"Sam Allardyce gave me a call before it was announced he was leaving to say thank you and because as skipper he wanted me to know.

"It has been an unbelievable shock - I was gutted when I heard the news.

"I did not know what to say. It has not sunk in and probably won't for the next week or so."

Nolan added: "I know he is going away for a while now. He is going to enjoy some time with his family.

"He said he wanted to take some time out and have a good summer. Come next season he might have something."

Nolan insists he is now looking forward to life under new boss Sammy Lee, who was confirmed in the role earlier today.

"He has a fantastic opportunity at a big club like us," he said.

"Hopefully he can take off where Sam left off and keep us going forward and I'm sure he can do that. He will have my full support and I think he will be fantastic for the club."