Shortly after the European exit, Juve were docked 10 points in Serie A in connection with their transfer dealings, dropping them to seventh place where they currently stand on 59 points.
Since then, Juventus have suffered a shock 4-1 defeat at lowly Empoli and a 1-0 loss at home to AC Milan on Sunday that dashed any faint hopes of a top-four finish.
"It’s sad to say it, but our season ended in Seville. That is where we ran out of mental energy," Allegri told DAZN after Milan secured a Champions league spot with their win.
"It has been an anomalous season, the team put together 69 points, so we should be proud and thank them for what they did," Allegri added, stressing that without the points penalty, they would have qualified for the Champions League.
"Football gives, football takes away, just like life. We will emerge fortified from this situation. But some teams qualified for the Champions League because we had 10 points taken away. Everyone can agree on that, can’t they?”
Allegri said the foundations of the club remained strong and the accomplishments of the season should not be underestimated.
"There are some teams who spent six years without being in the top four. On the field, we were in third place. We played the Europa League semi-final and the Coppa Italia semi-final."
With one match left at Udinese next Sunday, Allegri said the season cannot end soon enough for his tired squad.
"The main thing now is just to rest, the sooner, the better. After the Udinese game, we must calmly evaluate and realise there are good foundations, it is not all to be thrown away."
