There were question marks about the Frenchman when he arrived at Bolton in 2006 but Allardyce insists the perception of a moody attitude could not be further from the truth.
Allardyce maintains that Anelka was a pleasure to work with at the Reebok Stadium and is happy to see him playing so well for current club Chelsea.
Allardyce, now in charge of Blackburn, acknowledges that it will be difficult to contain Anelka at Stamford Bridge on Saturday.
"Nicolas does not get the credit he deserves and has had to put up with an awful lot of c**p," Allardyce told The Sun.
"He built up a reputation for being sulky, which doesn't seem to have left him, but he is the consummate professional.
"I cannot remember the last time he was in trouble for anything. It's years ago.
"Nic is one of my best-ever signings without a doubt. At Bolton he was the consummate professional and all the lads who have played with him since he came back would tell you that I'm sure.
"We gave him the opportunity to return to English football when nobody wanted him and he took it.
"It's very satisfying to see Nic doing so well, although obviously I hope he has an off-day against us."
Set-piece trainingChelsea have looked vulnerable from set-pieces in recent weeks and conceded two poor goals in going down 2-1 at Aston Villa last weekend.
Allardyce hopes to exploit any weakness, saying: "It's fair to say we have been working on a few things from dead-ball situations.
"I wonder if the message is getting across from what the manager wants his defence to do and what they are doing.
"But I also find with the big clubs they defend the same way whoever they are playing and don't change to adapt to different opponents, whereas we will alter our methods depending on who we are up against.
"There has been some pretty poor defending generally in the league this season from lots of teams and there aren't as many good defenders around as there used to be.
"Having said that, I reckon the game's gone soft anyway. The authorities have taken tackling out of the game and referees seem to blow for fouls whenever anyone falls over."