Juventus are a trophy away from sealing a treble, the Italian outfit completed a domestic double on Wednesday night.
Juventus clinched the coppa Italia after winning 2-1 against Lazio after extra time. Allegri has now charged his men to strive for the UCL and complete the treble.
The coach told Rai Sport: “Lazio played a great game. It was worthy of a final and we knew this would be different from in Serie A.
“We did well and they did well. They were unlucky hitting the woodwork twice in the same move and we were fortunate on one of our goals.
“Football is made of incidents. Before they hit the post we had two or three favourable situations we didn’t make the most of.
“They were very aggressive in the first half, while we did better after the break and should’ve been sharper, as two or three times we delayed the pass when attacking the back line.
“I have to say that it wasn’t easy for the lads to win the Scudetto and Coppa Italia. Now we’ll try to win the third.”