There was plenty of speculation as to how Allegri would align his side after adding the former Manchester City misfit, and his debut answered a lot of the questions swirling around his transfer.
The Italian netted a sweetly struck effort after 25 minutes and closed the game out with a penalty shot in the 93rd minute to pull out the win for his team, 2-1.
AC Milan played a classic, Paulo Bento-esque 4-3-3 that has served them well this season.
It meant Stephan El Shaarawy didn't have to move from the position he's been excelling from—although he was the quietest of the three forwards on Sunday—and M'Baye Niang continued on the right.
There was a change in central midfield, as Antonio Nocerino came in for Kevin-Prince Boateng, but the high-energy tactics in there remained.
San Siro was a vibrant, bubbly place, thanks to Balotelli's debut.
Every time he touched the ball, the crowd got louder. Even when he lost it, no one put the blame on him.
Overall, he had a very good debut. The touch and poise he showed reminded us all that, minus the antics, red cards and controversy that have clouded our judgment of him, he's an incredible footballing talent worth far more than £19 million.
His chance inside the first minute was created by his own ability to find space, and his dragged shot was actually pushed wide by the goalkeeper despite no corner being given.
After 10 minutes, a sumptuous reverse pass from the Italian that was hit deceptively early looped over three Udinese defenders, and Niang squandered the one-on-one chance. Credit to the 'keeper, though, for a good starting position and save.
Balotelli's creative influence was there to see, and after 25 minutes, his predatory influence was too.
El Shaarawy's ball in from the byline on the left took a deflection, and Balotelli readjusted well to fire it in expertly.
After the Zebrette equalised and things got a little stretched, Allegri switched to a 4-2-3-1 with Bojan Krkic in the No. 10 role and Balotelli up front.
With the game a true end-to-end battle, though, formations were far from important. El Shaarawy's late penalty earned was debatable, but the taker and eventual outcome was a nailed-on certainty.
Balotelli sealed his debut with a calm finish from the spot and delivered a 2-1 victory for the Rossoneri.
Balotelli's dynamic game and versatility make Allegri's front three a threat to anyone, and therefore an excellent watch.
Balotelli showed willingness to drop off the front line and get involved in the build-up play. But this was not something approaching a false nine. El Shaarawy and Niang aren't playing off the edge like Pedro does for Barcelona and, in fact, thrive when isolating a full-back and taking him on.
Balotelli's ability to drift across the forward line and dip into space helps his wide forwards find their matchups, and he's mastered the timing of arriving in the right place at the right time.
It was a welcomed change to Giampaolo Pazzini's limited mobility and eases the creative load on El Shaarawy, while Niang sprang to life and had a career game in an effort to impress his new colleague.
Sunday wasn't vintage Balotelli —eight shots and one goal from open play isn't the best ratio —but two or three efforts of his were either expertly saved or just wide.
The Rossoneri move level on points with Internazionale and within three of Lazio.