The Serbia striker was upset with being substituted for yesterday's 0-0 draw with AC Milan.
Allegri said: "Nothing happened with Vlahovic. I made a substitution, at that moment I thought it was right and appropriate. We can't start with 11 men and finish with 11 men.
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"I was hopeful, because in the last few games the substitutions have been decisive. The important thing is that Vlahovic had a good performance.
"You can't get everyone to agree in life. Absolutely not with the fans, I said goodbye to a friend of mine."