The Rossoneri have had a disappointing campaign so far and currently sit in seventh position, 14 points adrift of leaders Juventus.
“My wish? Third place in the league,” Niang told the Milan Channel.
The Italian giants crashed out of the Coppa Italia on Wednesday, losing 2-1 to Juventus in extra time despite taking an early lead through Stephan El Shaarawy.
Allegri claimed his side did not deserve to be knocked out of the competition after the game and Niang was quick to echo his sentiments and praise his relationship with the Milan boss.
“The whole team played well against a great team like Juventus. We're disappointed about the result as we deserved something more,” said the 18-year-old.
“I have a good relationship with Allegri, he speaks to me a lot in training and tells me where I have to improve. I'm working hard and I have to continue doing that if I want to play more.”
“I have to be more aggressive in front of goal to score more.”