AC Milan coach Massimiliano Allegri has admitted that his side are facing the "risk" of getting entangled in a relegation dogfight.

The Rossoneri suffered a 3-2 defeat to Lazio in Rome in Serie A on Saturday despite scoring twice in the second half through Nigel de Jong and Stephan El Shaarawy.

"Tonight the team did create chances and worked hard," he said. "We've got to start winning games, however, or we risk being embroiled in the relegation zone.

"We paid the price for Lazio's only chances in the first half unfortunately, and must learn to avoid errors, even if there were good points to take from this game.

"Recently, the team has not been getting the results it deserves. A coach will always be under examination, but we must keep working hard to climb back up the table."

Milan have collected just seven points from eight matches in Serie A so far and are only two points above the relegation zone at the moment.