Jose Mourinho had accused the Hammers' boss of using "19th century tactics" at Stamford Bridge after the visitors frustrated Chelsea to secure a precious point, partly thanks to the heroics of goalkeeper Adrian.
The Blues had 39 shots on goal as opposed to West Ham's solitary one effort, but the result ultimately gave Allardyce's side another precious point in their bid to climb out of the relegation places.
Swansea have been on a difficult run themselves, with the midweek 2-0 win at Fulham their first Premier League victory in nine and they sit just five points above the drop zone.
A Premier League trip to Upton Park is next up for Laudrup's side on Saturday and he says that he cannot blame Allardyce for shutting up shop against Chelsea.
"Every game is different, you have to play the way you think is best for your team in each particular game," he said.
"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."
Laudrup also admitted that he is expecting a battle against West Ham who have become renowned for their direct style of football under Allardyce.
"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," he said.
"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."
After the win at Fulham during the week, Laudrup believes that the pressure will be on the Hammers to deliver in front of an expectant home crowd.
"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, 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'."
Speaking of potential movement in the transfer window, Laudrup reiterated his stance on full-back Neil Taylor who has been the subject of interest from Fulham, saying he would be reluctant to let him go before somebody else arrives.
"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," he 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."