The 20-year-old forward will start up front for Italy on Wednesday against Netherlands.
"I have never felt pressure playing for Italy," he told a Press conference. "Partly because of the Coach and partly because of my teammates.
"I am happy that Balotelli has debuted for Milan and did really well. Allegri had to change the system to get the best out of both us - and I think we repaid his trust.
"I hope to become a major player alongside Mario - we are doing well, but we must continue together and work hard.
"Mario and I have a relationship that goes beyond football - we have a beautiful friendship.
"It is also a good thing that we are both of mixed ethnicity. It does not matter that I have foreign name, the only important thing is that I was born in Italy and want to do well for the national team."