Yet head coach Allegri is keen not to spend too much time mulling over the loss, with another crunch clash against old foes Milan in Serie A on Sunday.
"We have to keep doing what we are already doing," Allegri told a pre-match news conference. "We were upset on Wednesday as we are not used to losing, it had not happened since April.
"But we lost a game that might be less important in terms of the group and now it is Milan against Juventus. Every once in a while, a step backwards can help you move two forward.
"They are always balanced matches [against Milan] and San Siro will push the Rossoneri on. It will be a technical and physical match, with Milan in great form."
Gonzalo Higuain left Juventus for Milan in the close-season and Allegri, while a great admirer of the Argentina international, has no regrets.
"Higuain is a player who has given so much to Juventus, who was so decisive in our victories," he said. "Decisions were made on both sides and Milan made a great signing. He is one of the best strikers in the world."
Allegri is now hopeful a change of approach will see Cristiano Ronaldo thrive in Higuain's absence.
The coach added: "This year we have scored less goals but conceded less. We are only in November; there are still seven months until the end of the season but we are on the right track.
"It will be nice to see Higuain again - he was important for us - but we have Cristiano Ronaldo, who is the best striker in the world. We have to work to his strengths."