Juve meet AC Milan on Sunday.
Allegri stated: “In order to finish off games, you need to score goals. At the moment, the statistics show we weren't often leading by more than one goal, which inevitably leaves the risk of something happening even at the 90th minute.
“The only thing we did wrong on Wednesday was to misunderstand the mood and moment of the game when Manchester United equalised.
“We got a bit swept up by their emotion. Their equaliser felt like an injustice considering how much we dominated, but we still should've remained clear-headed. The Champions League is decided in June, certainly not on Wednesday, so we should've been more practical and focused on securing qualification.
“Emotional responses can happen, it's in the past now. I don't think we need to show a reaction a such, but rather continue as we've been doing.
“We were upset after that defeat, perhaps because we are no longer accustomed to it, as Juve hadn't lost a match since April. We lost the game that is least important in the Champions League group standings, so that's some consolation."