Wenger says it's obvious why Milan are struggling this season.
"The fact that things are not going well is there for everyone to see," he told Eurosport. "But it is essential to remain confident in Allegri.
"The quality of the two teams in Milan is less than has been seen in recent years, and the reason for that is of course the economic crisis.
"Nevertheless, it was a very good match, although the Derby was perhaps a little less prestigious than usual."