The 24-year-old is no stranger to being linked with an exit since rejoining the club from Manchester United two years ago, most recently being tipped with a switch to Tottenham Hotspur.
Allardyce believes that the speculation is largely down to Zaha's representatives, however, and is only concerned about continuing to get the best out of his "genius" winger on the field as Palace look to beat the drop.
"Spurs were always mentioned because agents or somebody decided to stir the pot," he told reporters. "We all know who stirs the pot behind the scenes even though they deny it, but we know they do it.
"He gets terrible treatment off the opposition because he's so skillful. Maybe he needs a bit more protection from the referees. He's got to realise that's down to his genius ability that these lads can't cope, and because they can't cope they've got to end up fouling him. He can riddle past two or three, his feet are that good.
"He gets kicked as much as Hazard. Keep going Wilf, it's a compliment to you when people can't cope with your ability and have to foul you. Wilf, smile. Sometimes he doesn't smile enough because he doesn't realise how important this game is and how enjoyable it is. Sometimes he looks a bit miserable so I say, 'Wilf, come on lad, you're the luckiest'."
Zaha has five goals and six assists for the Eagles in the Premier League this season, compared to just two goals and one assist in 2015-16.