By ESPNSTAR.com staff
Lazio raced to a commanding three goal lead courtesy of goals from Hernanes, Antonio Candreva and Miroslav Klose but Milan showed great character to stage a mini-revival and cut the deficit to just one goal with strikes from Nigel de Jong and Stephan El Shaarawy but they were just unable to find the equaliser to leave the Rossoneri languishing in 11th place on just seven points after eight games.
However, despite their dismal start to the season, Allegri remained defiant and called for his side to move on from the loss and look forward to their next few games.
"The league table is what it is," Allegri was quoted as saying by the official AC Milan website.
"The reality is that we only have 7 points and now we face Malaga and after that we have to think of the league and start to win again at home.
"It's not a good moment, but we have to stay lucid and maintain balance.
"It was an ugly game in the first half with both team afraid of each other.
"We were unlucky with the first shot on goal, we could have equalized immediately but then we conceded again only three minutes from the end of the first half.
"Then for the third goal we slipped up. The players reacted and looked for the draw, we scored twice."
However, if there is one thing the 45-year-old coach wants the Rossoneri to take away from the game, it is the lessons learnt from the mistakes made which cost them the points and urged his side to work on cutting down these errors.
"I think that lately, the team has put in some good performances but has also paid a high price for the mistakes we made.
"We're latecomers in the league and we have a lot of points to make up.
"We have to put points on the table, to get some stability and get some results.
"What we have to do if analyse the mistakes we've made and also what we're doing well and start again from what we're doing well."
Milan could drop even further down the table as Sunday's round of Serie A matches take place and will hope to pick up only their third win of the season when they take on Palermo in their next league fixture.