The Barclays Premier League outfit seemed to be heading for a comfortable victory when Carlos Villanueva's sumptuous 59th-minute free-kick finally gave them the lead at Croft Park.

But having missed a series of chances, Rovers were almost made to pay five minutes from time when Blyth substitute Andrew Wright fired inches wide with Allardyce fearing the worst.

The former Newcastle and Bolton manager said: "I thought it was a goal, to be honest with you.

"I thought 'this looks like he only had to side-foot this in'. It was a little harder to miss than score.

"He did have an open goal to put it in and put it wide, and that's their chance gone.

"The chance came and it went, and they will probably think 'if only' now.

"But from our point of view, we should have seen the game off a lot sooner than that and nearly paid a heavy price for not doing it."

Allardyce rested his entire first team for the third-round clash with the Blue Square North minnows, whose FA Cup tradition includes a fifth-round replay against Wrexham in front of 42,167 at Newcastle's St James' Park in 1978.

While his under-studies dominated the game, they were unable to make their greater quality tell until Villanueva intervened, and then struggled to kill off their doughty opponents.

However, Rovers ultimately saw out a tense conclusion to extend their unbeaten run under their new manager to four games and book a fourth-round trip to Sunderland.

Allardyce said: "What we have seen - and I am glad we are not one of the big boys who have gone under, of course - is a lot of shocks.

"I saw Aston Villa struggle immensely against a Gillingham side yesterday, and Hartlepool beating Stoke just down the road here was a big shock result, and Torquay beating Blackpool and Southend drawing with Chelsea, so there have been some big results there.

"It was a hard place to come and play, we knew that, but we were always in control, apart from the last 10 minutes.

"The goal came at a good time for us because the only thing that was lacking in our play was the goal and once we had got it, I thought we would see the game out more comfortably.

"But we didn't get the second just to finish them off and then had to do a little bit of desperate defending towards the end."

But if Allardyce blamed poor finishing for an uncomfortable end to his evening in Northumberland, he was fulsome in his praise for Blyth, who like his team, lie second from bottom in their league.

He added: "I don't quite know why they are in the position they are in if they are playing like that.

"If they continue with that spirit and that way of playing, hopefully they will get out of trouble."

Opposite number Harry Dunn was immensely proud of his players, and admitted he had visions of a replay at Ewood Park when the ball arrived at Wright's feet.

He said: "I was standing right behind it and I thought, 'oh, that's in', and it just whistled past the post.

"But that's how close you can get.

"It's nice to see a Premier League club take the ball into the corner and waste time - and the goalkeeper was slow getting the ball back at times.

"We haven't played like that in the league for quite a time, and that's been the problem.

"The FA Cup has been first and foremost on our minds for weeks and weeks and weeks.

"But I can't complain with the way we have played tonight."