"But it's a double-edged sword. We're disappointed that he didn't get it, but the mere fact that he's still going to be at Bolton is great for everybody here."
Lee, himself a trusted member of Sven Goran Eriksson's backroom staff, has no doubts that, once he comes to terms with the disappointment, Allardyce will bounce back as strong and as determined as ever.
"Sam is very resilient," he said. "Obviously it was his dream, but look at what he has already done at this football club . . . and he's still got a bit to do. He'll tell you that.
"OK, it's been a massive disappointment for him, but he's such a big bloke in every way and has a great strength of character. I know full well that he will wipe his face down and come back fighting again.
"It has been a bitter blow for him because it's the ultimate job to play for your country, to captain your country or to manage your country."