The AC Milan boss says he is happy to have opted to stay at San Siro during the summer and admitted he would rather not have to face Francesco Totti on Monday
The 46-year-old was in talks with the Giallorossi over the possibility of taking over from interim boss Aurelio Andreazzoli in the close season before Rudi Garcia ultimately secured the role.
Allegri insists he is happy with his decision to have stayed at San Siro, despite his side's persistent struggle for form this season.
"Other clubs had approached me too, but I have no regrets. I am very happy to be at Milan so that I can finish off my work here," he told a press conference.
Allegri went on to pay tribute to Garcia's unbeaten side for their form in 2013-14 and admitted he would rather not have to face Francesco Totti, who could make his first start since October on Monday.
"I must compliment Roma - they have built a technically and physically strong side with a coach who immediately settled into Italian football," he continued.
"They have conceded very few goals and this shows why they are near the top of the table. The Giallorossi are solid and if they take the lead it's tough to get back at them.
"As well as Francesco Totti, they are again getting the best out of Daniele De Rossi, while Gervinho was a quality addition. Adem Ljajic and Mattia Destro are promising young players, so they are a difficult team to face.
"I would've preferred to play against Roma without Totti, because he is the catalyst for their football and raises the level of quality within the whole team."
Allegri went on to praise the performance of Mario Balotelli in the midweek draw with Ajax and has set his sights on important victories over both Roma and in the Milan derby with Inter this month.
"Balotelli is growing and has enormous potential. On Wednesday he worked hard to defend and I am happy with his performance," he continued. "Unfortunately we've lost [Stephan] El Shaarawy again and Ignazio Abate still has pain in his ankle.
"It wouldn't be bad to spend Christmas with two good results against Roma and Inter. It is an objective we ought to have in our minds as we only have 18 points and need to be more consistent.
"We need to be compact, efficient and make the most of our chances. Of course, to get a result you need to play good football, but without those other concepts you cannot get the victories."
Former Italy boss Marcello Lippi claimed earlier this month that Allegri has been unduly criticised during his Milan spell, and the 46-year-old admitted he was pleased with the support.
"That was very pleasing and I'll buy him dinner when he's next in Italy. I have always been convinced of my qualities and never doubted what I'm capable of, even if a coach is judged by his results. In three years at Milan we have done something good," he said.
Finally, Allegri played down suggestions he is in line to take charge of Italy following the World Cup, with Prandelli set to take his place with the Rossoneri.
"It wouldn't be an exchange because my contract is due to expire in June. I don't know what Prandelli plans to do," he added.