The Turin side's failure to finish off matches where they have apparently enjoyed total domination, and their tendency to doze off, has been a feature of what has otherwise been an impeccable season.
Juve dominated the game against United on Wednesday, wasted chances and conceded two goals in the last five minutes of as they lost 2-1 at home to the English Premier League side and suffered their first defeat of the season.
Their next test is on Sunday when they visit an AC Milan side who have won their last three Serie A games and have climbed to fourth in the table.
Chasing an eight successive title, Juve have a six-point lead at the top of Serie A and have dropped only two points in 11 games, yet have made surprisingly heavy weather of some matches.
They trailed 2-1 to Chievo -- now bottom of the table -- in their opening game before scoring two late goals to win 3-2 and let early leads slip against Parma and Cagliari before winning those games.
Their only dropped points where at home to Genoa in another match where they scored first, looked to be coasting an allowed their less glamorous opponents back into the match.
"That's exactly when I get angry with my team, when from time to time they go to sleep," Allegri said.
"We need to improve our finishing.... We aren't managing to finish off matches when we have good chances to do so. Against United, we gave away too many free kicks and that was the only way they were going to score.
"We need to keep working -- this shows that good performances are not always enough.
Allegri often stresses the importance of his players knowing how to "interpret the match" and pacing themselves.
Only last week, before the game against Cagliari, he warned against his team dropping their guard.
"Weâ€™ve had dangerous drops in intensity which could cost us the championship. We need to show great respect and keep our concentration high to win these games," he said.
But his words went unheeded as despite going ahead in less than one minute, Juventus allowed Cagliari to take control and equalise.
It needed an own goal to put them back in front and, even then, Cagliari nearly equalised again before Juve finally finished off the game 3-1 with a breakaway goal.
Defender Giorgio Chiellini agreed with Allegri.
"This defeat needs to serve as a lesson," he said. "We didn't concentrate and we weren't good enough to bring the match home when everything was set up for the right ending.
"We have to get back to work. We can't afford to throw away matches in the space of three minutes."
(Reporting by Brian Homewood, editing by Ed Osmond)