Saturday's 1-0 victory at AC Milan was Juve's fourth straight win in all competitions and kept Allegri's men at the top of Serie A, where they are level on nine points with Roma.
The Italian champions have not conceded a goal this season and will be firm favourites to win on Wednesday.
However, Allegri wants no surprises.
"Cesena have shown good form so far," Allegri said in Tuesday's press conference. "They are an aggressive side that doesn't give away much space.
"If I'm not mistaken, in their opening three games they have only given away nine corners.
"Hence, they are a side that defends well.
"This is a difficult match but in order to win the league title, it's important to win against the smaller clubs.
"These are points that if you give them away, then you have to try to recover them by winning games against league rivals.
"We need to arrive at the big games in a strong position."
Juve midfielder Arturo Vidal could earn a start against Cesena after coming on as a second-half substitute against AC Milan.
Vidal recently recovered from a muscular injury that saw him miss his team's opening two league games.
Juve will be without defender Martin Caceres, who is out with a thigh problem, while injured playmaker Andrea Pirlo is still unavailable.