Milan face Chievo on the back of the thrilling defeat to Barcelona.
Allegri remarked: "We came out of the Barcelona game with a good performance, but mustn't just be content with that. It helped our self-esteem and awareness grow, as we can battle against the top clubs in Europe.
"Chievo must not be underestimated. They defend solidly and are very dangerous on the counter-attack, so it will not be an easy game. Chievo have beaten Fiorentina and Catania, so we've got to give it our all."