A 1-0 defeat to Sampdoria on the opening day of the season raised doubts about his future until a 3-1 victory at Bologna, thanks to a hat-trick from Giampaolo Pazzini, gave him a bit of breathing space.
Allegri knows all too well that another slip-up in front of the expectant fans at the San Siro tomorrow - where not even city rivals Inter Milan have been able to win this season, including Europa League qualifiers - would increase the pressure he says is part of the contract you sign when you become coach of the Rossoneri.
"Before I got here, everybody said I was not up to the job, but fortunately we won immediately thanks to the lads," he said.
"Then, we picked up lots of points over two years. Lots of people want this job and I think it is normal that the coach of Milan is always at the centre of attention, but I only have to think about improving this team.
"I knew I would be under the spotlight this year following the departures we have had of (Zlatan) Ibrahimovic and Thiago Silva, but last year we had five points after the first three games and this year we already have three after two games.
"I hope we can beat that record from last season."
Atalanta coach Stefano Colantuono hopes they do not, even if he would not begrudge them having four points come tomorrow night.
"Certainly coming away from the San Siro with a point would be a great result," he said at a press conference.
Nevertheless, Colantuono is not planning a defensive formula in a bid to try to obtain just a single point from the contest.
He explained: "I am sure that they will be able to fight for the title with Juventus this season."
"But we are certainly not going to go there just to defend, that would not do any good.
"We will play our game, like we always have done, aware of the difficulties that we could face.
The arrival of Pazzini from Inter Milan has certainly helped make Milan more competitive, if his debut a fortnight ago is anything to go by, and despite leaving training early yesterday, Allegri says there is a "99% chance" he will start tomorrow [Saturday].
Atalanta have a new goalscoring hero of their own with Andrea Peluso netting the second goal for Italy against Malta in midweek and the Azzurro will return to club duty with renewed enthusiasm tomorrow [Saturday].