The San Siro boss is keen to keep the Italian giants' current positive momentum running with a first away victory of the season in Serie A against Parma on Sunday
After finishing third in dramatic fashion last season, an injury-hit Rossoneri began 2013-14 in poor form and find themselves 13 points adrift of table-toppers Roma after eight matches.
However, a win over Udinese after the international break saw them move back into the top 10 and, following a 1-1 draw against Barcelona in their midweek Champions League match, Allegri believes that a triumph at Parma would add even more momentum.
"We've had two good matches as a team," the San Siro boss told reporters on Saturday, "but tomorrow will be critical to our league, we [must] get a result away as we haven't done that yet this season.
"It would give us a jolt up the table and help keep us in touch with those at the top.
"We must not lull ourselves into thinking we have been tested [by Barca] and now it's job done. That would be absolutely the wrong approach."
Sunday will likely see the return of Mario Balotelli, who has been absent for four games through suspension and injury, and Allegri insists that the striker is not problematic for Milan.
"Mario needs to relax, learn from the things he hears and reads so he can understand he has to improve in certain areas," the coach continued.
"It's not a big problem, he's just a young player who needs to do his work. He is not a 'normal' player, as his qualities are above the norm and he is paid to play at his best for the team, club and fans."