The Rossoneri lost 1-0 to the Premier League side in the first leg of their Champions League second-round tie on Tuesday.
“We’ve paid for the mistake of allowing their occasional and sudden counter-attacks,” Allegri told Sky Italia.
“We were attacking them but Tottenham played in a good way and it was difficult finding spaces.
“In the first half we played with fear while in the second we had more courage, we played a good second half.”
He added: “We have to play a different game in the second leg. Qualification is still open, we will go to England with a lot of faith.”