Allegri has been earning praise for his successful spell in charge of Juventus and has been linked with a possible move to the Premier League.
According to reports in the British media, Chelsea FC could well be on the lookout for a new manager in the summer because Antonio Conte looks set to leave the club.
Arsenal, meanwhile, are thought to be drawing up a list of potential candidates to replace Arsene Wenger and Allegri could well be one of their targets.
Now, the 50-year-old has admitted that he has no plans to stay in Italy when his time at Juventus does eventually come to an end.
Allegri told the Daily Telegraph, as quoted by Metro: “Certainly I will go abroad [after Juventus]. In Italy, finished.”
Chelsea FC are currently recovering from the disappointment of their damaging 3-1 loss to Tottenham Hotspur in the Premier League on Sunday.
That result has left the Blues in fifth place in the table and eight points adrift of fourth-placed Tottenham.
Meanwhile, Arsenal are currently preparing for the first leg of their crunch Europa League quarter-final clash against CSKA Moscow at The Emirates on Thursday night.
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