Allegri's position is under scrutiny after his side suffered two home defeats in their opening three Serie A games of the season, but believes a change of competition is welcome news.
“I’m hopeful and calm because I am convinced that we can get our first home win of the season, even against a side who we respect,” said Allegri.
“Anderlecht have a great history, they’ve often been involved in these types of games so we’ll need to play with balance and patience for 95 minutes – without feeling the need to find a goal quickly.
“Anderlecht are a well organised side, physically strong and we must therefore be in the right frame of mind to face them.
“We have an important game tomorrow, one that we must win. There are no easy games anymore and the result is all that counts.”
Milan are trying to gel after selling Zlatan Ibrahimovic and Thiago Silva to Paris Saint-Germain during the summer while the departed Antonio Cassano was on target for Inter in their 2-0 Serie A win at Torino on Sunday night.
“It was obvious that we would have some difficulties, perhaps not as many as we have had,” said Allegri. “We can’t think negatively though. We have to remain focused, not talk and let the results speak.
“To win, as we did in the first year, you have to win the games in which you don’t play well. But we have done some good work here over the last two seasons.
“We are still in a position to fight, but, for now, let us think about the Champions League.
“If you don't get the results then it's normal that the coach pays for it. But I still think that we’ll grow.”