The 22-year-old Italian played against his former club Inter Milan on Sunday for the first time since leaving them for Manchester City in the summer of 2010, and was subjected to alleged racist abuse from the Nerazzurri fans.
"I'm happy with the players, though, and let's not forget that Balotelli is only 22 years old," Allegri told reporters on Sunday.
"This evening was the first time that he played against his ex-team, the team where he grew up as a player. It's normal that he would be under a bit of pressure for this match.
"He did well not to react to any of the provocations on the pitch. I'm happy with his performance but a bit disappointed as he could have scored but didn't."
The Milan derby ended in a 1-1 draw.