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The Serie A champions surprised many by dumping Real Madrid out at the semi-final stage in 2014-15, before losing to Barcelona in the final.
Coming up against a rampant Bayern side in the knockout stages is not what Allegri would have wanted, but he intends to go at Pep Guardiola’s side over the two legs.
“Will we park the bus? No, it will be beautiful game,” he told the Corriere della Sera. “We have to prepare well to go to the quarter-finals, and come out stronger to face the sprint in the league.
“The European showcase is important. After the final in Berlin [last season], the international popularity of Juve changed.
“The league counts, and you have to win it, but the Champions League is seen all over the world and we always have to get to at least the last 16.”
Juve have recovered well from their early season slump in Serie A – when they won once in the opening six matches – and headed into the mid-season break with seven successive wins.
Allegri wants more from his squad, though, as they look to claim a five league titles in a row.
He added: “We have room for improvement, [but] we can have a great season. We started with 10 new players, and with some uncertainty having lost some guarantees.
“After the [Supercoppa Italia] success in Shanghai we started disastrously. Now the team is consistent.
“We have to continue like this, the team is growing and we mustn’t stop. Maintaining our position does not exist.”