The Bianconeri defeated Malmo 2-0 in Sweden on Wednesday night to move second in the standings, three points behind the already-qualified Rojiblancos, but three ahead of third-placed Olympiakos.
As things stand, Juve need only a draw to book their place in the last-16 but Allegri insists the Italian champions will do everything they can to overturn their head-to-head deficit against Atletico, having been beaten 1-0 by Diego Simeone's men at the Vicente Calderon on matchday two.
"We must try to win - and do so by two clear goals because we have the chance to finish first," he told Sky Sport Italia.
"It will be a beautiful evening but we will have to get a good result in order to seal our qualification and claim first place."
As for the win over Malmo, which came courtesy of second-half strikes from Fernando Llorente and Carlos Tevez, Allegri was pleased with the way in which his players coped with the cold conditions and a difficult playing surface.
However, the former AC Milan boss was frustrated by Juve's failure to break Malmo's game resistance before Tevez struck with two minutes of normal time remaining.
"We should have closed the game out earlier but, in the circumstances, the boys have played a good game.
"Malmo ran a lot. The pitch didn't help us. We gave the ball away too many times and also wasted too many goalscoring chances.
"The second half was easier but we still should have finished them off sooner."
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