Allegri: At least Milan didn't concede a goal
Allegri's side have now gone three home games without scoring following 1-0 defeats by Sampdoria and Atalanta in Serie A.
"We haven't conceded a goal and that is a step forward," he told reporters in his usual monotone style.
"In the first half we made a lot of technical mistakes. It's not an easy phase we're going through as we're using up a lot of mental energy.
"We found more courage in the second half but we need to keep working."
Allegri is in his third campaign in charge of Milan, having surpassed expectations by leading them to the Serie A title in 2010/11 and then claiming the runners-up spot last season.
This term Milan have been significantly weakened by the departure of numerous players including strikers Zlatan Ibrahimovic and Antonio Cassano and defender Thiago Silva.
Allegri's future is already the subject of media speculation.
"We are improving in individual terms and now we need to get better as a team," the coach said. "Obviously we need to do better but we are on the right road."