Lue says his Australian back-up point guard is tough and hard-nosed, but does not cross the line into dirty play.
"Some other guys have been doing way worse things than Delly has," Lue told reporters on Saturday before the Cavaliers' shootaround at the Warriors' Oracle Arena in Oakland.
"I just see a guy who plays hard, who's tough, hard-nosed, and that's the way the game should be played.
"... I wouldn't say Delly was dirty."
Dellavedova struck Warriors' guard/forward Andre Iguodala on the genitals in Thursday's game one, a play that reignited talk about the country Victorian's aggression.
Dellavedova, labelled dirty by some US media commentators during last year's playoffs, said he was trying to foul Iguodala on the arm to prevent a fast break and did not intend to hit him on the genitals.
The defending champion Warriors won game one 104-89 at Oracle Arena and the Cavaliers are desperate to even the series with a victory in Sunday's (Monday 10am AEST) game two of the best-of-seven series.
Games three and four will be in Cleveland. Warriors' Australian centre Andrew Bogut said his team was well-aware that during last year's finals the Cavaliers lost game one and then bounced back at Oracle Arena with an overtime victory in game two.
"We spoke about it today before practice that we have been in this situation before and we don't want to go to Cleveland 1-1," Bogut said.
"We can go there 2-0 and we think that really helps momentum with us."
Lue said one area Dellavedova needs to improve is not fall into the trap of speeding up his game when the Warriors put their taller guards, Iguodala and Shaun Livingston, on him.
"I told Delly, 'Just slow down. Run the offence'," Lue, a former NBA point guard, said.
"I know when bigger guys try to defend you, it's tough because I was a smaller guard and they put bigger guys on me."
Lil B: Draymond and Delly play with passion
Lil B defends Draymond Green and Matthew Dellavedova after the two players received heavy criticism for their kick and punch respectively.