Allegri was dismissed in the first half of Wednesday's Coppa Italia quarter-final for throwing his coat onto the pitch after his side fell 2-0 behind.
"It was right to remove me from the pitch, I was agitated and the officials were impeccable throughout. Compliments to the referee," he told reporters.
Juventus were unbeaten in 22 previous league and cup matches this season, their only two defeats coming in the Champions League, but Allegri said they had to lose at some time. It also ended their run of four successive league and cup doubles.
"It was in the air," he said. "You get bad nights in football. I think we were probably a bit tired mentally."
"It’s nothing to get dramatic about, as it was just an off day. It’s disappointing for us to go out, but it was crazy to think Juventus could have won every single match this season."
Allegri said the most important thing was to learn from what went wrong.
"As I’ve said, that’s football. If you react to them in the right way, these nights can do you good and help you to raise your level of focus."
(Writing by Brian Homewood; Editing by Amlan Chakraborty)
