Milan may have the advantage of a 2-0 lead, but Allegri is taking nothing for granted against a team unbeaten in 19 home Champions League matches.
"When the referee blows the whistle to start the match on Tuesday evening we are starting at 0-0 so if the players do well as I believe they will then we can have a great evening," he said.
"Then we will need a bit of luck and if we get that we can go through to the next round."
Milan's preparations have been hurt by news that striker Giampaolo Pazzini - who has 13 Serie A goals to his name this term - suffered a hairline fracture to his fibula during Friday's league win at Genoa.
Club captain Massimo Ambrosini said the players would try to win it for their injured team-mate.
"Pazzini reacted like a great player when (Mario) Balotelli arrived," he said. "He has shown what he can do and he did everything he could to be here and play but it is an extra motivation for us to go through and he will be available for the quarter-finals."
The Rossoneri also have concerns over the fitness of French defender Philippe Mexes, who could be replaced by Mattia De Sciglio, but first-leg goalscorers Kevin-Prince Boateng and Sulley Muntari are cleared to start in midfield.