A number of reports in Spain have linked the Argentina international with a transfer to the Wanda Metropolitano at the end of the season as a possible replacement for Antoine Griezmann, who has been tipped to join Barcelona.
It is claimed Dybala visited Madrid during the international break and was spotted with Atleti coach Diego Simeone at a restaurant in the city.
Allegri, though, says the forward need only think about having a good end to the season and forcing his way into Argentina's World Cup squad.
Asked about the Atleti rumours, he told a news conference: "I hope Simeone at least offered him lunch!
"It happens. At this moment, the only important thing is for him to have a great end to the season, because it would be worth a lot to Juventus but also to him.
"In the end, I think he'll go to the World Cup."
Allegri has also been linked with a move away from Juve, with Arsenal and Paris Saint-Germain said to be possible options, but he again insisted he does not wish to leave.
"I've said many times: I have a contract with Juventus until 2020, I'm very happy here and I want to stay," he said.
The 50-year-old admits they are still frustrated with their 0-0 draw with SPAL prior to the international break but is expecting Gennaro Gattuso's Milan to offer a stern test.
"We're still angry for the two points dropped in Ferrara. Now we have Milan, which has always been an even game," he said.
"The Rossoneri are a very technical team and Gattuso has organised them. We have to congratulate him: he came in amid a general scepticism, but he has won trust with their performances."
Allegri added that he expects Leonardo Bonucci's return to Turin to be a "special" moment, despite the acrimony of his €42 million move to Milan last July.
"It'll be a special evening for him. Leo has given a lot to Juventus and Juve a lot to him. He'll always be in the hearts of Juve fans," Allegri added.
"He wanted to make a change, as a professional, and he will have had his reasons.
"When he left, we initially lost our balance across the backline, but since then [Medhi] Benatia and [Daniele] Rugani have stepped up and our defence is performing very well this season."