The England striker was ineligible for the Irons' trip to Liverpool as a condition of his season-long loan deal from the Anfield club.
With Carlton Cole having produced a determined display in a battling goalless draw, Allardyce has some thinking to do.
"Whether I am going to select Andy or keep Carlton Cole in is a little dilemma because I thought Carlton did ever so well last week," Allardyce told a press conference.
"I suppose had Carlton scored, I would have definitely kept him, but he didn't."
Allardyce wants his team to build on their efforts on Merseyside, which edged them a point closer to Barclays Premier League survival.
"It was a great performance from us and we've got to try and keep that up at a very in-form Southampton on Saturday," he said.
"Every key-note performance comes from solid defending. The team that generally defends the best in the league wins the league, not the one that scores the most goals. So, it's always been an imperative part of everyone's game as a manager, or as a coach.
"It doesn't get talked about as much as attacking or trying to create chances, which is obviously very important because you've got to score a goal to win it, but being solid defensively gave us the basis to try and break out and create some chances and try to score when we had the opportunity."
Southampton have pushed themselves towards safety with three successive victories - including two on the bounce at home over Chelsea and Liverpool.
Allardyce, though, sees no reason why his side cannot put a halt to the Saints' charge at St Mary's.
"Nine points in three games, when you're struggling at the bottom and have been for most of the season, is a pretty dramatic turnaround, so they will be full of confidence," he said.
"The fans will be expecting to beat us, there's no doubt about that, after they've just beaten Liverpool and Chelsea at home.
"But I thought the Liverpool fans probably thought they were turning up and going to beat us last week, so we'll hopefully spoil Southampton's party as well."
West Ham are expected to be without injured quartet Winston Reid, George McCartney, Mark Noble and Joe Cole this weekend.