Italy coach Cesare Prandelli wasn't overly pleased with their scrappy 1-0 win in Faroe Islands.
An early Antonio Cassano goal was enough to secure the 1-0 away victory last night, although Gigi Buffon was twice saved by the woodwork.
"We are not a solid team and have to work on this," said Allegri.
"I didn't sleep much last night. I watched the game back, but we don't have to start everything from scratch. Some performances can help a team realise its limitations.
"We got into the box six times and kept exchanging passes in there. When you are in the right position, you've got to shoot. In the penalty area you go for goal and not to walk it into the net.
"On Tuesday I will make few changes against Slovenia, so the line-up will be similar to the one seen in the Faroe Islands."