Kevin-Prince Boateng, Robinho and Zlatan Ibrahimovic were Milan's goal scorers.
The Rossoneri were beaten 2-0 by Ajax in the Champions League midweek in a game that had no bearing on their qualification, but it was still a blight on their current fine form.
"We started in the best possible way and brought a lot of intensity to the match," said Allegri.
"The defeat to Ajax was actually good for us, because even if it didn't count for anything, it could still affect our mentality. Instead, the team reacted straight away.
"Now bring on Roma and a very difficult game to finish off 2010 on a positive note."