The AC Milan boss believes that his side could come unstuck against Zdenek Zeman's side next week if their back line do not pick up their act
The Rossoneri secured a comfortable victory thanks to strikes from Antonio Nocerino and Stephan El Shaarawy, along with two own goals, but the 45-year-old is adamant that there is room for improvement.
"In Catania we made our lives difficult with some carelessness defending a corner," he told reporters after the match.
"Today that happened again and we have to do something about it. Against Roma, we won’t be able to afford to concede anything.
"We’re doing good things up front, but we can’t continue to let in goals on dead ball situations. If Pescara had equalised, everything would have been much more difficult.
"We have to work hard even if the game as a whole was positive, we still have to improve in certain situations.
"We have to prepare mentally for Saturday’s match. Ahead of the Christmas break, sometimes you can take your mind off the game. Now with Roma, it gets tough."
Milan now sit in seventh in Serie A, having suffered a difficult start to the season, and Allegri went on to say that his troops always needed time to gel.
"I think we needed a bit of time for the team to improve and that’s what has happened. We're in good physical shape that helps us a lot. The players that come off the bench always help us a lot.
"We need intensity from all our players at the moment and then on Saturday we’ll see where we are."
Finally, the former Cagliari boss stated that Robinho's future depends entirely on the player's desire.
"Robinho is a tough player to find. If he stays or not depends on him."
Saturday's clash with Roma is scheduled to kick off at 20:45CET at the Stadio Olimpico.