The 22-year-old striker, who joined the Rossoneri from Manchester City on transfer deadline day, scored twice on his debut for the Italian club in their 2-1 home win against Udinese in Serie A on Sunday.
"[Giampaolo] Pazzini picked up a strain in the warmup and seeing as Balotelli cannot play in the Champions League I decided to start him," Allegri told reporters.
"Balotelli played the full match and has settled in immediately. I think there is too much pressure on him from the media and at 22 he is developing.
"[M'Baye] Niang and [Stephan] El Shaarawy did a lot of running but we need to make more of our chances."
Balotelli joined City from Inter Milan in the summer of 2010.