The 45-year-old chose to look at the positives in the 2-1 defeat to the Zebrette, but also maintained that he is at harmony with the club's hierarchy, despite exit rumours
The Rossoneri suffered a 2-1 reverse away to Udinese, with Mathias Ranegie and Antonio Di Natale cancelling out Stephan El Shaarawy's effort for the visitors.
In a week in which Allegri was rumoured to be involved in a bust-up with Filippo Inzaghi, as well as the dour Champions League draw with Anderlecht, the defeat pushes the 45-year-old closer to losing his job.
"Talking about my dismissal would be senseless, as it's not my decision. I have never had a problem, and considering our rapport, neither has the club," Allegri said in a post-match interview with Sky Sport Italia.
"I don't feel guilty, nor [am I] a victim. We lost today, yes, but we played with courage [when] down to nine men, and that is a good sign. The lads deserve credit for that.
"We are not getting results. Today it was a defeat, but the team played well, and we still have to build on that to correct mistakes. We should've marked Di Natale on the corner, and made an error on the penalty.
"Milan still played good football at times, and this side has all the qualities to get back on track. We've only got three points in the table, so we have to win on Wednesday [against Cagliari]. After all, last season at this stage, we only had two more points."
However, Allegri was at a loss to explain where the exact problem lies for Milan, who have only one win all season to their name.
He continued: "It's not so much a tactical problem as distraction, losing the ball too easily, and not taking your chances.
"We need to improve of course, but above all, I am disappointed to keep hearing that top players have left. They're not here, and we have constructed a squad capable of finishing in the top three and getting through our Champions League group.
"This summer saw many changes, so it will take time to gel this new team. We are not conceding goals on the counterattack like we did against Real Madrid, but we do keep making mistakes when marking from set-pieces."
Milan host Cagliari on Wedneday. Kick-off at San Siro is at 20:45CET.