The Rossoneri only managed a stuttering 0-0 draw at home to Anderlecht on match day one and under-pressure Allegri is adamant his side need to up their game:
“We have to prove to be a good team on a technical level. But we still have a lot to improve on,” Allegri said.
“Zenit are a very good team. Russian football has evolved greatly. The arrivals of Hulk and Axel Witsel has seen them make a great leap forward.
Meanwhile, Milan owner Silvio Berlusconi moved to dismiss rumours he was considering the position of his vice-president Adriano Galliani due to the poor results suffered by the club so far this term.
“I take this opportunity to reiterate my total faith in Adriano Galliani,” he said. “There have been some articles relating to Milan and its structure. These articles are devoid of any truth.
“He is one of the greatest men in the game and has been my friend for 30 years. I have unconditional professional respect for him.”