The Serie A giants will have to make do without the services of their skipper and the young attacker due to physical problems
The young attacker picked up a thigh problem ahead of this weekend's 2-2 Serie A draw against Torino, while his skipper sustained a similar injury during Saturday's match.
"Montolivo and El Shaarawy will not play on Wednesday," Allegri told reporters.
"We’ll make do with who we have and we’ll have fresh players ready to play what is a delicate and important game."
Milan will also be without the likes of Ignazio Abate and Mattia De Sciglio due to injury problems.
Wednesday's Group H opener at San Siro kicks off at 20:45CET.