He made a statement on the club website, and has again issued a public statement giving the former Bolton boss his full backing.
Given has not seen eye-to-eye with Big Sam in several instances this season.
And when Allardyce said he was set to buy Bolton goalkeeper Jussi Jaaskelainen (and the player made it known he would love a move to St James' Park), it was obvious Given's position as number one was under serious threat.
Given: "The performance against Arsenal proved that everyone is united, that we're sticking together and that we're all behind the manager.
"That's what has to happen to get this club moving forward again.
Given 'Furious' At Reports He Is The Player Leading The Revolt!
"There have been some bad results and when you are a big club like Newcastle, the pressure mounts on the team and on the manager. The gaffer understands that, he knows that's the case.
"There's so much speculation, but there always is here. It's the same at all big clubs.
"But everyone showed that we're behind him and that we all want to move the club forward.
"We're relieved to have stopped the losing sequence at home. The previous two home games (a 3-0 loss to Liverpool and a crushing 4-1 defeat against Portsmouth) were disappointing.
"This was a big game for us in front of a full house and it was important to put the previous two games behind us and give a real response to those two poor performances. We did that.
"The atmosphere was special. The supporters gave us a great response before, during and after the game. They've seen how hard we've worked.
"Their reaction is a positive thing. I've been here a long time and I understand them. Our supporters want every player to give their all and when that happens, they can see it from the stands. We worked hard for each other and gave it a good go. The fans appreciate that.
"The pressure is always there at big clubs.
"We need to do the same against Birmingham because it's a massive game. We have to ensure we get the same work rate and the same attitude from everyone. We've shown what we can do and how we can play, we can't duck below that at the weekend. We have to have the same performance from everyone.
"The feeling is a lot different. Everyone was much happier after the game. There was disappointment that we didn't beat Arsenal. But we can take great heart from the fact that we were the better team.
"After the huge disappointment there has been in the last couple of home games, we all went home happier. We've been going home as disappointed as the supporters but this was better."