Payet has dazzled supporters throughout the campaign, and he played a starring role as the Hammers beat Blackburn Rovers 5-1 in the FA Cup yesterday.
Payet scored twice and claimed an assist against the Championship side, with his quality shining through at Ewood Park.
And Le Saux said: “He amazes me because he seems to be quicker with the ball than without it. Certainly he doesn’t do a lot of defending, but you can afford a luxury player with his quality.
“He has such good control of the ball.”
It is generally thought that foreign players take a while to make the transition to English football, but Payet has broken the trend.
From the moment the 28-year-old played his first Premier League match he has caught the eye.
Payet is already a cult hero at Upton Park, and he is talked about in the same bracket as Paolo Di Canio by fans of the London club.
Payet’s brace against Blackburn took his total goals for the season to nine, and he has also claimed eight assists during that time.
The attacking midfielder has recently signed a new contract at West Ham, and his form has been a major reason behind Slaven Bilic’s side’s success so far this term.
After beating Blackburn, West Ham will now take on the winner of Manchester United’s match against Shrewsbury Town in the quarter final of the FA Cup.