AC Milan head coach
The Rossoneri has won just one of its first four games of the season and went down 2-1 to Udinese on Sunday (Italy time), increasing the pressure on Allegri.
However, chief executive
In quotes reported in La Gazzetta dello Sport, Galliani said: "Allegri has my confidence and that of president Berlusconi.
"Milan played better, absolutely, I saw a team improvement.
"Now we look for our first victory on Wednesday although this year the San Siro seems bewitched for us and for Inter."
Udinese went ahead through a Mathias Ranegie goal just before half-time before
Galliani added: "El Shaarawy's goal was very nice but then we conceded a penalty.
"Let's go ahead with this manager, 162 points over two seasons is a lot.
"We are only at the fourth day.
"The team suffered a defeat playing a good game - it's the sad consolation.
"The team played good football, but must be serene. We have all the qualities to recover."
AC Milan chief executive Adriano Galliani has denied falling out with club president Silvio Berlusconi, despite reports to the contrary.