"There's not a lot I can do other than talk to him, everything else depends on the club and the player," Allegri told reporters.
"He has played for me more than any other player and I hold him in great esteem. He has been away from Brazil for eight years and it would seem he wants to go back."
Robinho has played for Real Madrid, Manchester City and Milan since leaving Santos in 2005 although there is a general feeling in Brazil that the 28-year-old he has never quite lived up to his early potential.
Meanwhile, Juventus coach Antonio Conte said the Serie A leaders would not be splashing out on an expensive signing.
"To talk about the transfer market would be a lack of respect to the players who have done so well this season and last," he said after the 3-0 win over Atalanta.
"We have got our feet firmly planted on the ground, it's an economically critical moment and not just for Juve.
"There will be no top player in the 40 million euros bracket, simply because we can't afford it."
AS Roma's outspoken coach Zdenek Zeman was so angry at the officiating in Roma's 1-0 defeat to Chievo that he refused to face the media.
"He was getting angrier minute by minute," general director Franco Baldini told reporters. "Zeman prefers not to speak and create another controversy."
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