The fixture will be his final game in charge at the Baggies, with the former Bolton Wanderers and Everton manager confirming his departure from the Hawthorns earlier this week.
West Brom were relegated earlier this month and have lost their last three games but Allardyce insists his players haven't given up.
Leeds, meanwhile, will be aiming to end the season with a fourth consecutive victory as 8,000 supporters get ready to enter Elland Road for the first time this season.
"There is still the pride and professionalism to try to finish the season as best you can," said the departing Allardyce.
“Sadly for us we have lost our last two difficult games, and I’d hate to finish the final game by losing that as well, because people might think they’ve given up, and they haven’t given up.
“We’ve been fighting until the very end, even though our fate has been decided, to give something back to the fans at West Brom by winning a match.”
Allardyce praised the work of Marcelo Bielsa in shoring up Leeds' defence, with the Whites conceding just seven times in their last 10 games. That run has included fixtures against Manchester City, Manchester United, Chelsea and Liverpool - the four sides in the top four heading into the final day of the season.
Leeds won 5-0 when they travelled to the Hawthorns in late December and Allardyce added: “Certainly in the early part of the season they just played one way and it didn’t matter if they lost 4-0 or they won 4-0.
“I think he’s done a marvellous job as a coach, looking at that first half of the season, saying ‘how can I modify that?’, and he’s done that from a defensive point of view because they are now letting in far fewer goals.”
Ex-Sheffield United boss Chris Wilder has been linked with the head coach role at West Brom, with Allardyce set to step down after this afternoon's match at Elland Road.
“West Brom have got to get the best possible manager to get them back in the Premier League, and I think there needs to be a manager in place for five or six years," added Allardyce.
“It (the club) has to start re-establishing that longer foundation of where it wants to go and how it can get there.
"Obviously the main priority is to get back into the Premier League, then think of not just the short-term but the long-term future and develop and grow it.”
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