Allegri bored by exit talk
Milan have struggled in the early stages of the season and high-profile names such as Luciano Spalletti and Pep Guardiola have been touted as potential replacements for the former Cagliari coach.
However, Allegri does not fear that he will get fired any time soon, claiming he has club owner Silvio Berlusconi's support.
Allegri said he spoke to Berlusconi after Tuesday's 1-1 Champions League draw with Malaga and received positive feedback on his side's performance.
"I met president Berlusconi in the changing rooms, and he told me he was happy with the performance," Allegri told reporters.
"There have been countless names and rumours circulating. The story bores me a bit and it's up to the club to deal with these situations."
Milan recently released a statement denying they have approached Guardiola to replace Allegri.