Milan have come under huge pressure to axe Allegri after their Champions League defeat to Malaga.
“We will continue with Allegri,” Vice-President Galliani told Milan Channel. “We will go forward with him.
“The President and I are convinced we should go forward with Allegri. The fans must have patience and understand this is Year Zero for Milan.
“We must push on and we will emerge from this moment, with this Coach. I try not to speak too much, because I am constantly asked about the Coach, but this is not our problem.
“We didn’t play badly last night, as we were organised and when Philippe Mexes went so close I thought at the moment things really aren’t going our way.
“I have to thank the fans, as they are fantastic, both the ones in Malaga and those I meet in the street. The Curva ultras were at the Milanello ground the other day and encouraged us. It is not true that they set an ultimatum.”