The forward exited Turin after three years, shortly after Allegri had return for a second spell in the dugout.
The Italian replaced compatriot Andrea Pirlo but was unable to add to his squad as he would’ve liked.
Manuel Locatelli, who impressed for the Azzurri at Euro 2020, also moved from Sassuolo to bolster the midfield.
Otherwise Allegri will be working with the same squad he inherited and their Serie A season has not started impressively.
The Bianconeri have one point from their opening two games and, according to Il Giornale, Allegri is “furious” with President Andrea Agnelli and sporting director Federico Cherubini.
He reportedly told the hierarchy that “these were not the agreements” when he accepted a return to the club.
Allegri presided over a hugely successful first spell, winning five Serie A titles and four Coppa Italias.
He also guided Juventus to two Champions League finals in three years.
The departure of Ronaldo leaves the Italian side light of goals as they attempt to improve on last season’s fourth place.
“Cristiano spent three years at Juventus, he scored goals, which he is very good at, he’s an extraordinary player, but we cannot think about Ronaldo from now on,” Allegri told DAZN .
“I have a fine squad, we simply must realise that we can’t just dominate every match. We need to come together and this will help us for the future. I am optimistic, always.”
He also addressed the recent defeat at Empoli, adding: “The lads had started strong, they conceded at the first mistake playing out, then got too hasty.
“We must have the patience to take it calmly, play as a team and not try to resolve things as individuals.
“We need to work on our solidity, but these two slip-ups will inevitably do us good. This is a strong squad, it has values and gradually they will emerge.
“Empoli leave a lot of spaces on the wings, but the things we really did badly were technical errors, because we were frenetic.
“We can’t assume we will take the lead and control every game, we need the calm that a great team has, knowing we can overturn it.”