Allardyce's side came from behind twice at the KC Stadium on Monday as Enner Valencia's 25-yard stunner and Curtis Davies' own goal helped the visitors earn a point.
It marked a fourth Premier League game without a clean sheet for West Ham, and Allardyce is eager to see them improve on that record in upcoming fixtures.
"My disappointment is – we were a very good defensive unit last year as a team, we had lots of clean sheets in last year's campaign, 14 in fact – we haven't had one clean sheet yet," he told reporters.
"That's something we have to think about because the more clean sheets we get, the more chances the front men get and score goals, the more three-point games we're going to start picking up and that's important for us."
Valencia's 50th-minute goal cancelled out Abel Hernandez's opener before Mohamed Diame put Hull City ahead against his former club.
But Davies' own goal in the 67th minute was enough for West Ham to earn a point.
Allardyce felt a draw was a fair result, but lamented his side's bad luck as Hull City defender Michael Dawson shouldered a Valencia header over his own bar in the dying moments.
"We took control of the game for long periods and I thought somewhere along we were going to get another chance and we had one or two," he said.
"But then we went and gifted them a second goal and I thought 'come on lads, you can't allow us to play like this and not get anything out of this game'.
"We did bounce back very quickly.
"At the death, I've just seen what happened in the last minute, and you're thinking to yourself 'we're a little unlucky in the end that we haven't got the three points'.
"But having come back from a goal down and then 2-1 down we have to say it's a good point in the end and well-respected when you're playing away from home."
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