The Rossoneri boss has urged fans to rally behind his beleaguered side after supporters prevented players from leaving San Siro following their 1-1 draw against Genoa
Furious supporters blocked the players' exit from the ground after the 1-1 draw but Allegri urged calm, stressing that everyone associated with the club needed to show a united front to help address his side's current slump.
"At the moment, we can’t seem to score," the 46-year-old told journalists at a post-match press conference.
"As we did against Chievo [a 0-0 draw in early November] we gave away nothing away to our opponent. It’s disappointing as it’s a difficult time for us. There’s some bitterness but form here on, we have to get out of this all together."
The Rossoneri took a fourth-minute lead through Kaka but the visitors drew level through former Milan striker Alberto Gilardino five minutes later.
Genoa secured a point despite Thomas Manfredini's first-half dismissal for a tug on Mario Balotelli, with the Italy striker missing the resulting penalty.
Milan have slipped to 11th in Serie A and have one win in their last seven league fixtures, not securing a victory in any competition since beating Udinese 1-0 on October 19.
However, despite his team's underwhelming form, Allegri remains confident that his players are delivering the right sort of performances and stressed that there is still very much everything to play for.
"The team did what they had to do this evening to try and win the game," the former Cagliari trainer said.
"We were a bit imprecise and we missed the penalty, maybe we could have been a bit more clinical. They had one shot on target, from the penalty spot, in 90 minutes. The team approached the game in the right way.
"There are still many points up for grabs and we have to get through to the next round of the Champions League. We have to make things happen on our favour.
"It’s impossible to comment on this evening’s match, we had so many shots but we just couldn't score."
Milan have only 14 points from their opening 13 games and are 18 points behind leaders Roma, who play Cagliari on Monday.