Allardyce said: "If they score a goal my players can celebrate but celebrate within the boundaries of the pitch. Then we can't get into any trouble.
"You don't want to be involved in any trouble, as there are a lot of people travelling over there.
"There is some concern about our supporters and they should be careful about where they are going and what they should be doing.
"We all know you can get carried away and, if they have a drink or two and go into the city, you don't know what that might bring.
"So I'd advise people not to do it. Get back your hotel, or your coach or plane and just enjoy the moment."