The Rossoneri need just a point to progress to the knock-out stages of the Champions League at San Siro on Wednesday.
Allegri said: "Tomorrow's a fundamental match and it's the second objective of the season. It won't be easy but the fans will be fantastic.
"The fans will play a fundamental part as what's at stake is entrance to the final 16. Nothing can be taken for granted.
"Ajax are in good form. They're playing well, but we're the home team. We have to be aggressive and competitive to win the match."
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