Such is Juve's dominance as they bid for a fourth successive title - they are 14 points ahead of the second-placed Roma with 10 matches to go - that Allegri can afford to dream of what would be a historic start to his Turin tenure.
His appointment was seen as a surprise following Antonio Conte's decision to join Italy, but Allegri has won the fans over with an excellent campaign.
"We deserved a night like that [in Dortmund] after all the hard work we did in the last few months," Allegri said in a question and answer session with fans.
"We must have faith in our ability to go on [in all three competitions].
"The game against Monaco isn't easy at all. It's a much more complicated game than everyone says.
"As for the Coppa Italia, we haven't won it in a long time and we'll do everything we can to make up for that.
"We can still turn the first leg around. [At Juventus we are] organised, attentive and ambitious."
Telling in their latest winning streak is that in all four wins, Juve have kept clean sheets. Empoli have scored only 30 goals in 28 matches this season.
Empoli have won just six matches but sit 13th after a season that has seen them become known as Serie A's draw specialists.
Massimiliano Allegri's men won 2-0 at Empoli earlier this season, though, with Andrea Pirlo and Alvaro Morata scoring in the second half in their first meeting since 2008.
Morata will enter this match buoyed by a goal for Spain in his first competitive start in their important Euro2016 qualifier against Ukraine last week.
Of the 13 Serie A clashes between the two sides, Juventus have won nine, with Empoli's only success coming back in April 1999.
