By ESPNSTAR.com staff
Malaga took the lead in the first half via Eliseu but Milan struck back with a goal from Alexander Pato in the second half, earning Milan a point which puts them in second place, a point ahead of Anderlecht, who defeated Zenit St Petersburg on the same day.
Allegri admitted that his side were not at their best but felt that it was understandable given their packed fixtures recently.
"All Champions League games are difficult. We had to keep a high tempo but of course when you play every three days that's not easy," he told Uefa's official website.
"The players had a good game and even though we made some mistakes in the second half I can't complain. We have to do better in the league and fight until the last game of the group in Europe.
"We need to be more precise, we need to improve because sometimes we still make mistakes. However, the team are already doing better and we went for the win tonight [Tuesday]. Don't forget that we had four players between 20 and 22 who played the whole game."
Allegri also defended his decision to rest star player Stephan El Shaarawy, citing fatigue as a reason.
"I decided to substitute Stephan El Shaarawy because he's playing a lot and he can't always be at his best. Pato had a good game and his goal will be beneficial for him. It was important for us and it will be important for him, because he needs to regain confidence. He played the whole 90 minutes and that will do him good."
Riccardo Montolivo believes that Milan still have a chance to advance to the next round and was encouraged by their display against Malaga.
Montolivo said: "The group is wide open at the moment and I think we will all be in contention for qualification until the last game. It was not easy for us, but I think we did better than two weeks ago."