The actor played Theon Greyjoy in the fantasy epic, which came to a controversial end earlier this year after eight series, with fans even launching a petition for a remake of the final season.
“What pisses me off is when you see people like the camera operators, who are the best in the world – people behind the scenes who break their backs for this show – who are then getting trolled online by people,” Allen told Deadline.
“I can’t even delve into that world too much, for my own sanity. But to read all that stuff… People laying into the DPs. It blows my mind.”
On whether the negative reaction to the series was partly down to separation anxiety on the part of fans, Allen said: “Too right. I think we’ve seen it before, in other shows that have been massive, where people didn’t agree with how things ended. Where people are like, ‘This is not really feeding what I need anymore.’
“So inevitably, that was going to happen. [Writers] David [Benioff] and Dan [Weiss] were under huge pressure to finish this series off and do it in the right way.”
Allen, who has been nominated for an Emmy after submitting himself for consideration, also spoke about how his character’s downward spiral during the course of the show meant there were some “dark, dark moments” on set.
“Even up to the point of getting an Emmy nomination, this character did make me get inside my own head a lot, and there were dark, dark moments,” he said. “It’s great to have it end on a positive note, because it was hard, during the process, to open up and talk about how difficult it was.”
In a new interview, author George RR Martin admitted that the series held him back from completing work on his final two books.
You can find a ranking of every Game of Thrones character here.