The Rossoneri need just a point to progress to the knock-out stages of the Champions League at San Siro on Wednesday.
"We have the advantage of being able to get two results out of three," Allegri told Milan Channel.
"But there's a lot at stake. We'll have to be very attentive and we can't just defend the 0-0.
"We have to go into the match with calmness and determination. It's a football match like the others and tomorrow a draw would be the same as a win, but we have to take to the pitch to win."
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