The 46-year-old has voiced his frustration with the Rossoneri's disappointing start to the new season and feels they have lacked good fortune
The San Siro side sit 12th in the Serie A table with five points from as many games and have already conceded 10 goals so far, much to the frustration of Allegri.
"A single point from our last two games means that we have to work more. At the moment it seems as if we're paying for every small mistake," Allegri said at a press conference.
"We have got to improve in defence, but also in attack, seeing as we only convert about 30 per cent of our scoring opportunities.
"I can't criticise the team in terms of gameplay. Both against Napoli and versus Bologna we had a lot of chances. The important thing is to keep on getting into the opponent's penalty area as we're doing.
"We have to be more careful in defence and work hard."
Milan will be looking to return to winning ways on Saturday when they host Sampdoria.