Allardyce's men host the Blues in the Premier League at Upton Park tonight (7.45pm).
And following his impressive display in Chelsea's Capital One Cup win over Tottenham, the Hammers boss is paying special attention to Costa.
Allardyce believes trying to rile the 17-goal Chelsea hitman will not work.
REUTERS
Diego Costa celebrates Chelsea's second in the Capital One Cup final
"I think trying to wind Costa up only makes him better – which is a silly thing to do," he said.
"He will take a bit of shackling. We can't get involved with him. I've told our central defenders not to get involved with the fact he might try and upset them.
"He's an old-fashioned type of centre-forward because he seems to like getting motivated on the physical and niggle aspect of it all. I've told them not to get involved in that and get distracted, simply to focus on him in the final third."
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