The club's owners recently confirmed that Allardyce will remain in charge at West Ham, but want to give the fans "more to cheer about", following complaints from supporters about the team's defensive style.
Zola, who spent just under two years in charge at Upton Park, told Sky Sports News: "Every manager has his own style, whether you like it or not. You don't have to put pressure on the manager to change the style.
"It's something that tends to come from the manager. I wouldn't ask somebody to do something that it might be a problem for them to do. It's a very strange request."
West Ham finished 13th in the Premier League table in the 2013-14 season.