The Spitfires are without a home win since 25 October, with Allen still searching for a first success on home soil since taking charge in December.
"I can't work it out," he told BBC Radio Solent. "We'll be having a chat with the players when they come back."
Eastleigh have dropped to 13th in the National League and are without a win in five league games.
"The players don't leave home purposefully to play poorly," Allen added. "They've done well in training.
"How do we get that to come back into their home form? I'll have a think about it to myself and then I need to find that out from the players.
"They're the ones going over the white line. I've got to help and look after them, support them the best I can and get the performances out of them.
"At the moment, they're underachieving."
Manager Martin Allen struggled to explain Eastleigh's poor run of home form after Tuesday's loss to Braintree.