After avoiding the world's major footballing superpowers in last night's group draw, the Rossoneri are upbeat of their chances of progression to the next round
The Serie A runners-up will hope to make it through to the second round, after a kind draw saw them avoid any of the dangerous teams in the second pot, such as Paris Saint-Germain or Manchester City.
Milan will face a tough away fixture against Russian champions Zenit, however the Serie A outfit could fancy their chances against recently troubled Malaga and Belgian giants Anderlecht.
"Compared to the last two seasons, there is one very strong team, but three teams where all things are equal," claimed Allegri, when speaking to Tuttosport.
"Surely a group like this is winnable - our goal is first place to give us a better draw in the second round."
Milan's Dutch utility man Urby Emanuelson was similarly optimistic regarding the group Milan have been handed, shown through his relief on Twitter.
"We avoided the group of death. For us, Zenit, Anderlecht and Malaga," tweeted the Rossoneri man.
The pressure to deliver will be on Milan's shoulders when they face Anderlecht at the San Siro next month.