The AC Milan coach believes he will continue in the dugout after the European encounter and says his side needs to stop thinking about its position and begin to act on it.
The 45-year-old has been coming under increasing pressure after his side's poor start to the season, with recent defeats to rivals Inter and Lazio seeing the traditional power drop to 15th in the Serie A table, but he revealed he knows his position at San Siro is still secure.
"Will this be my final match with Milan? I do not think so," Allegri told reporters at a press conference. "[Silvio] Berlusconi has not called me since last week, but my situation is very clear. I talk with [Adriano] Galliani everyday.
"All I know is that we lack the points we deserved. We must acknowledge the league position is bad, but I'm very sure that the team will get out of this situation."
Despite backing himself to turn things around, the former Cagliari coach admitted his team must not dwell on the situation and try to move back toward the top of the table.
"We have to remain calm," Allegri said. "Thinking about it too much makes us crazy. We need to think less and act more. It is years since Milan were so low in the table and it's a bad thing."
The San Siro outfit goes into its Group C match in Spain in second place in the group, two points behind Malaga, and Allegri admitted some key players will be missing while he still has some decisions to make regarding who will make the starting XI.
"[Christian] Abbiati has still a respiratory infection, [Ignazio] Abate is still not fit and has remained in Milan for special training. [Nigel] de Jong, instead, has a problem with his hip," Allegri said. "I still have to choose who to put behind the striker. [Kevin-Prince] Boateng is not in great form. For him it's a moment when things don't come easily. We should not think at what happened in the past two years, when we had players with certain characteristics."