After enduring a torrid summer which saw Thiago Silva and Zlatan Ibrahimovic leave San Siro, the Rossoneri have begun the season poorly, recording just one win in their first three matches.
Despite the slow start, the Italian boss has called on his team not to pity themselves with a big Champions League match against Anderlecht on the horizon.
|14/1||Anderlecht are 14/1 with Bet365 to beat Milan 1-0 on Tuesday evening
"Let's not be victims here," the 45-year-old stated at a press conference. "Now the important thing is to win the first Champions League match.
"Winning is the only thing that counts in football and we haven't started well this season although we do have one more point than this time last season."
"The Champions League is tougher and we face a side that has plenty of European tradition. We have to be patient because sooner or later we will create chances.
"I am very hopeful because I think the team are ready to face an important game like the one against Anderlecht that has two very strikers up front.
"We have to stay alert and facused because we will have to work hard to win the game.
"Last season we struggled against Bate and Viktoria Plzen but the Belgian side are stronger, they play better so it won't be easy."
Allegri then claimed that he has the confidence of the club hierarchy heading into the match and that they understand the big changes made this summer had had a negative effect on the team.
"I spoke to president [Silvio] Berlusconi and he was calm about the situation and is close to the team. I have a great relationship with [CEO Adriano] Galliani although the newspapers say otherwise.
"The side has changed a lot since last season and we need time and even I didn't think we would lose two home games in a row without scoring.
"[Riccardo] Montolivo will not be available tomorrow, he will be back for the game against Udinese. Tomorrow is a fundamental game, we have to lay down the foundations to get past the group stage."