The defender and the midfielder are on their way back after injury, but Robinho could face a spell on the sidelines, having picked up a knock
The Frenchman and the experienced midfielder missed the 1-0 home loss against Sampdoria due to injury, but are now one step closer to making their comeback.
Milan announced on its official website that both Mexes and Ambrosini featured in Monday's regular training session without any noteworthy problems, and the Rossoneri is hopeful that the duo will be available for Saturday's game.
Meanwhile, Allegri will possibly have to make do without the services of Robinho in the clash with Bologna at the weekend.
The Brazil international picked up a knock in the defeat to Sampdoria, and faces a brief spell on the sideline.