Southend United 1 Leeds United 0
Former Whites midfielder McAllister was named boss just hours before the League One encounter, although technical director Glyn Williams was in charge at Roots Hall following the departure of manager Dennis Wise and assistant Dave Bassett.
Lee Barnard's first goal for Southend on his full debut condemned Leeds to their third match without a win.
The former Spurs man touched the ball home in the 41st minute after goalkeeper Dave Lucas could only get a hand to Steve Hammell's 25-yard free-kick from the right.
Leeds had created some good opportunities in an even first half. David Prutton and Andy Hughes both fired shots straight at Darryl Flahavan, while Tresor Kandol headed wide and Jermaine Beckford headed into the sidenetting from close range.
Southend had recovered from early Whites pressure and forced Lucas to make saves from Mark Gower and Charlie MacDonald.
The Blues started the second half brightly with Adam Barrett heading over and Barnard shooting just wide.
Leeds created two great chances early on but failed to equalise. First Beckford and Kandol failed to get their heads on a Peter Sweeney cross. Then Kandol volleyed wide from a yard from another Sweeney centre.
Leeds brought 1,563 fans to Roots Hall and their frustrations were heightened when Beckford made a great upfield run, but ballooned his shot over before Sweeney volleyed over a Frazer Richardson throw from 12 yards.
Williams brought on veteran striker Tore Andre Flo to increase his strikeforce to three players, but his side were still unable to make the breakthrough.
Southend's defence remained solid as Leeds pushed six players upfield at times to pressure for an equaliser.