In the hours leading up to the Rossoneri's trip to the Spanish coastal town, speculation had intensified regarding the 45-year-old's future at San Siro, with some rumours suggesting that win or lose the former Cagliari boss would be shown the door.
However, in the wake of the Italian giants' latest defeat - their third in a row - Galliani has come out again in defence of Allegri, stating that the club are at "year zero" following a summer of high-profile departures.
“We will continue with Allegri. We will go forward with him," the vice-president told Milan Channel.
“The president and I are convinced we should go forward with Allegri. The fans must have patience and understand this is 'year zero' for Milan.
“We must push on and do our best to emerge from this predicament. I am trying not to speak too much because I am constantly asked [questions] about the coach."
Galliani was in Malaga to watch Milan succumb to their sixth defeat of the season in 11 games across all competitions, but felt the team put in a decent performance and suggested that, with a bit more luck, they may have not come away empty-handed.
“We didn’t play badly last night, as we were organised and when Philippe Mexes went so close I thought at the moment things really aren’t going our way," he added.
“I have to thank the fans as they are fantastic, both the ones in Malaga and those that I meet in the street. The Curva ultras were at Milanello the other day and encouraged us. It is not true that they made an ultimatum.”