On Wednesday, it will be troubled Milan's turn to try to break the jinx when they face Cagliari in a midweek Serie A match.
Milan have failed to score in three attempts at the San Siro this season, losing 1-0 to Sampdoria and Atalanta in Serie A, and drawing 0-0 with Anderlecht in the Champions League.
"We need to break the San Siro taboo on Wednesday. The fans, who have been exceptional so far, need to stay close to the team on Wednesday as well," Allegri told reporters after Sunday's 2-1 defeat at Udinese.
"At the moment I think it's just Juventus who are doing really impressive things as it was logical to expect," said Allegri.
"The other teams are not going at 120 kilometres an hour and there's time to get back the positions that we've lost now. I was and I am calm."
Rookie Andrea Stramaccioni's Inter, who have a 100 percent away record in all competitions and have yet to concede a goal on their travels, visit Chievo in another of Wednesday's matches.
"We're united. We're behind this coach who's trying to do the best he can, and so are we," said midfielder Esteban Cambiasso after Sunday's 2-0 home defeat by Siena.
"The season is long and we hope that our luck will turn. We're sorry to have lost at home, because we can't manage to satisfy our fans, but we're sure the wins will come."
