Allegri has come under fire in recent weeks with Milan winning just three matches thus far this season, but the Brazilian has moved to defend his coach.
"It's hard, and the season will not restart until the team really win. If [Allegri] is in trouble, therefore so are we. But football teaches us that things can change fast," he told La Gazzetta dello Sport.
"It takes two to three good games in a row and you get back on track. With Inter, they deserved to win and it is a shame that after there has been a defeat, the pressure weighs a lot more.
"I see that things are normal. The approach with the team is as it usually is. Of course, I'm sorry that [Allegri is] going through a period like that, full of rumours about him. He is my master. To help, I know only one remedy: to work hard for him, for us and for the fans.
Milan currently sit 11th in Serie A.