Allardyce came in for criticism from Chelsea boss Jose Mourinho after the Hammers ground out a goalless draw at Stamford Bridge, with the Portuguese accusing the former Bolton and Blackburn boss of employing "19th century tactics".
Swansea, fresh from a first Premier League win in nine games against Fulham on Tuesday, are the Hammers next opponents in another key fixture in the bottom half of the table.
But Laudrup had no issues with Allardyce's gameplan at Chelsea, believing the ends justified the means.
He said: "Every game is different, you have to play the way you think is best for your team in each particular game.
"West Ham did that, they were very brave. Yes, they defended inside their own box a lot but they got a point at Chelsea, where under Mourinho they have not lost in I don't know how long.
"We tried a different way up there and we lost so you could say West Ham did better than us.
"They could have lost the game, but they didn't. Whenever you get a result, you are right. So they did well."
And Laudrup fully expects his side to have to deal with a very direct approach from the hosts at Upton Park.
"It will be a tough game, not because of what they did at Chelsea but they are very strong physically, and we are not so much," said the Dane.
"The players already know what to expect from Andy Carroll, Kevin Nolan, James Tomkins, James Collins and company so it will be a tough afternoon for us."
Tuesday's win over Fulham moved Swansea five points clear of West Ham and the relegation zone and, despite the Hammers' draw at Chelsea, Laudrup has tried to put pressure on Allardyce and company by claiming they have to win on home turf.
"Obviously when you win there is less pressure and maybe more pressure on the opponent," he said.
"Even if they had a draw in midweek, tomorrow West Ham will feel like we did against Fulham as they are at home and I would imagine everyone up there is saying, 'If we want to avoid relegation we have to beat Swansea at home if we look at the fixtures'."
Laudrup has only added David Ngog to his first-team squad during January, while the Swans have had a £2.5million bid rejected for Leicester's Jeffrey Schlupp.
A deal for the Ghana international could pave the way for Neil Taylor to join Fulham.
Swansea rejected an initial offer of £4million from the Cottagers, who are understood to have returned with an improved deal.
''Neil is here now and I don't want to go into discussion if he's staying or leaving because you can never know that,'' Laudrup said.
''What I've said about Neil is that I fully understand his position, especially after going what he's been through.
''But we will only sell him if we can get a replacement.
''Until the window closes, everything is possible. That's why I don't want go into all the rumours.''
A potential complicating factor in any move is that Taylor is currently with his wife, who is in labour.
One player leaving Swansea is striker Rory Donnelly, who has joined Coventry on loan until the end of the season.
But the club are close to completing the signing of Falkirk youngster Jay Fulton, and have been linked with Norwich's Anthony Pilkington and Wes Hoolahan, as well as Tottenham's Nacer Chadli.
Swansea later confirmed Fulton's arrival for an undisclosed fee. The 19-year-old put pen to paper on a two-and-a-half year deal at the Liberty Stadium.