Milan are languishing below mid-table in Serie A with only two wins in eight games, a situation which has led to daily speculation about Allegri’s position as coach of the Rossoneri.
The Milanese came into this Group C game buoyed by a 3-2 win away to Zenit Saint Petersburg, following a scoreless draw at home to Anderlecht, and still sit second in the group. Their latest setback is likely, however, to put Allegri’s tenure firmly back in the spotlight.
Leaders Malaga meanwhile joined Porto of Group A as the only team to remain unbeaten after three rolls of the Champions League dice.
The Spaniards dominated the first half, but their biggest chance to break the deadlock came in the 44th minute when the hosts were awarded a penalty following a foul in the area by Kevin Constant. Forward Joaquin stepped up, but his shot went over keeper Marco Amelia’s crossbar.
Joaquin then made up for that miss in style when he ran on to a delightful chip over the Milan defence by Manuel Iturra to beat the advancing Amelia at his near post in the 64th minute.
Milan were lucky not to be 2-0 down moments later. Malaga won a free-kick just outside the area and Pereira dos santos Eliseu confidently struck a superb curling effort which looked destined for the top corner until Amelia produced a superb diving save.
Allegri sent on Brazilian forward Alexandre Pato in place of Constant in a bid to bolster the Milan front line. And for awhile the ploy appeared as though it might pay dividends.
In the 70th minute Milan striker Giampaolo Pazzini got his head to a cross whipped in from the right, but his effort went just wide.
With barely a quarter-hour remaining, Allegri sent on Spain international striker Bojan Krkic for defender Francesco Acerbi, prompting a chorus of whistles from the Malaga crowd aimed at the former Barcelona man.
The changes seemed to invigorate Milan, and Stephan El Shaarawy broke through into the area to unleash an angled shot that brought a good block from Malaga keeper Wilfredo Caballero.
From the corner, French defender Phillipe Mexes pounced on a rebound from a Milan header to hit an angled, first-time shot that went just wide of the post. For Milan, however, it proved too little too late.