The Paraguay international has been linked with a move to Manchester City.
“He expressed a wish to move on if a bigger club came in but the delicate stage I and the club was in, Roque was contracted to Blackburn Rovers and we felt it necessary to ask him to see it through,” Allardyce told Sky Sports News.
“I must stress that, in this window, there was no clause in his contract whatsoever for him to leave Blackburn Rovers.
“Any offers that came in we looked at and resisted, and of course we’re now very pleased that we’ve kept the squad together, with the addition of El Hadji Diouf and Gael Givet.”
“The most important thing was keeping the squad together,” he continued.
“It’s a very good squad, a tight-knit squad, and I wanted to keep that unity.
“Myself and (chairman) John Williams have been working so hard in this window to make sure we’ve resisted any bids from anybody and we’re really pleased that we’ve managed to do that.
“We’ve resisted a couple more offers today for other players and only Matt Derbyshire went out so that leaves us with a very strong squad to fight this fight to stay in the Premier League.
“I’m certainly relieved the transfer window has shut again.”
“We’ve got three major strikers of Premier League quality in Jason Roberts, Benni McCarthy and Roque Santa Cruz,” he added.
“If we can create the chances then those three are going to be the main people that will allow us to get the goals to secure the victories we need between now and the end of the season.
“I think the rest of the team has worked very hard. Our defensive qualities have been excellent, we just need to convert a few more chances into goals and a few more draws into wins, and we can certainly do that with the strikeforce we’ve got.”
