Allardyce describes his relationship with the Frenchman as "mutual respect and nothing more" and while the Arsenal manager's views on Bolton, Blackburn, Allardyce and Mark Hughes – their feud has even managed to endure the former Blackburn manager's move up in the world to Manchester City – are generally met with shoulder shrugging and baffled smiles, to hear Wenger complain is music to Lancastrian ears.
In Allardyce's experience, the criticism from Wenger rarely comes after anything other than an Arsenal defeat and while that looks unlikely on Sunday, there could be much that he does not like at the Emirates.
Wenger never liked travelling to the Reebok Stadium to face Allardyce's Bolton team, regularly moaning about their approach, and also has history with Blackburn, dating back to their bitter FA Cup semi-final in 2005 as well as some grim games at Ewood Park.
Not that Blackburn defender Chris Samba is feeling too apologetic ahead of the trip to London.
"If you play against a player that has good movement, you have to shut them down so you have to be aggressive," Samba, who is hoping to overcome a back problem to make the starting line-up on Sunday, said.
"Against players that move a lot you have to be aggressive and show them that it won't be easy today. It's not because it's Arsenal, it's part of the game.
"Some people may complain about the way that we play against them, maybe the Arsenal coach, but it is just part of the game to us and everyone is trying to win. You don't care what they say, you just want the result. We don't really care.
"You have to know that the Premiership is one of the hardest leagues and it's a different type of game to other leagues.
"It's more rough and more aggressive than other leagues and us or Bolton are more aggressive than other teams."
Allardyce had little choice but to part with Roque Santa Cruz during the summer but the Blackburn manager feels that Wenger will be judged by his decision to let Kolo Touré and Emmanuel Adebayor join the Paraguayan at Manchester City and the fact he has brought in few reinforcements.
"The biggest risk Arsène has taken, not that I'm criticising him, is where they will finish and what they'll have won, people can turn around and say that's because they sold Touré and Adebayor and not replaced them," Allardyce said.
"He's a big manager who takes those risks and believes he's making the right decision for Arsenal and at the end of the year you'll find out whether that was the right decision or not."