Allegri admits AC Milan underdogs going into Zenit clash
Allegri believes his team have it all to do if they are to come away with the three points.
"We have to prove to be a good team on a technical level," he said. "But we still have a lot to improve on. Zenit are a very good team.
"Russian football has evolved greatly. The arrivals of Hulk and Axel Witsel has seen them make a great leap forward.
"[Zenit boss] Luciano Spalletti is an excellent Coach. He won the Coppa Italia with Roma, and has won the League here in Russia. His teams always play good football."