Allegri has been impressed with the speed at which Petkovic has adapted to the tactical nuances in the Italian game.
"He is definitely an intelligent person," Gazzetta dello Sport quotes Allegri as saying. "He has quickly understood how to play in Italy.
"A team without a particular style does not get regular good results. Lazio are playing well and he has had the sense to not change the culture of an Italian team."
Milan would overtake Lazio with a win and move into third in Serie A.