AC Milan coach Massimiliano Allegri has admitted that his side's winning penalty against Udinese on Sunday should not have been given.

Thomas Heurtaux was adjudged to have fouled Stephan El Shaarawy deep into injury time before debutant Mario Balotelli scored his second goal of the game to hand the Rossoneri the win in Serie A.

However, replays showed that Heurtaux won the ball fairly when he challenged El Shaarawy.

"We were lucky when it came to the referee's decision," Allegri told reporters.

"I am pretty honest when it comes to evaluating incidents and I will say that the Udinese player gets the ball.

"It's certainly not a penalty that you can give. It is a shame as Udinese played well and so did we."

Sunday's win has lifted Milan up to fourth place in the Serie A table.