West Ham host Premier League leaders Chelsea on Wednesday, with Costa set to lead the line for Jose Mourinho's team.
Costa has rarely been out of the headlines in his first season in English football - the former Atletico Madrid striker scoring 17 goals in just 20 Premier League appearances, but also earning himself a three-match ban for stamping on Liverpool's Emre Can in January.
"We're not going to get involved with him, our central defenders are not to get involved with how he might upset them," Allardyce said.
"People say he's an old-fashioned centre-forward because he seems to get motivated by the physical and niggly aspect of it.
"I don't think it winds him up - it winds him up to make him better, which is a silly thing to do.
"He winds defenders up too, he'll do a bit of digging himself which is all part of how good he is.
"He's one of many we need to shackle down and if we are to keep him quiet we need to limit the service that is given to him."
