The Rossoneri are out of the Champions League after a 4-0 loss at Camp Nou, but still only two points adrift of Napoli in second place.
"In two years, we were paired with Barcelona twice in the knock-outs," said Allegri.
"You need a bit of luck to win the Champions League and the strongest team doesn't always lift the trophy. It happened last season, with all due respect, when Chelsea won.
"There are two ways of approaching football now. Either you spend 400m in a couple of years to pack the side with champions or you try to build a team based on quality young players. In that sense Milan, and Adriano Galliani in particular, have done well.
"Will the next two months be tough on Milan? Nothing can be worse than our first three months!"