Earlier this week, Ronaldo lashed out over the transfer rumours regarding his future, accusing people of being "disrespectful" yet stopping short of committing his future to the Serie A giants.
But ahead of Sunday's season opener against Udinese, Allegri said: "Cristiano has always trained well and has never expressed his desire to leave Juventus.
"He told me that he's staying, so we can clear that one up."
Ronaldo, who has a year remaining on his contract, joined Juventus for €100 million in July 2018, and Spanish late-night TV show "El Chiringuito" claimed on Monday that a sensational return to Real Madrid was on the cards.
Real Madrid coach Carlo Ancelotti distanced himself from reuniting with Ronaldo before the Portugal international addressed his future on Instagram.
He wrote: "Anyone who knows me is aware of how focused I am on my work. Less talk and more action, this has been my guiding motto since the start of my career. However, in view of everything that's been said and written recently, I have to set out my position.
"More than the disrespect for me as a man and as a player, the frivolous way that my future is covered in the media is disrespectful to all the clubs involved in these rumours, as well as to their players and staff. My story at Real Madrid has been written. It's been recorded. In words and numbers, in trophies and titles, in records and in headlines. It's in the Museum at the Bernabeu Stadium and it's also in the minds of every fan of the club.
"I remember that in those nine years I had a relationship of deep affection and respect for 'merengue aficion,' an affection and respect that I retain to this day, and that I will always cherish. I know that the true Real Madrid fans will continue to have me in their hearts, and I will have them in mine."
Rumours surrounding Ronaldo's future continued when he missed a training match against Juventus' youth team on Thursday.
"Ronaldo didn't play on Thursday because we were coming off a heavy training workload and I gave him half a day off," Allegri added.
"[He] is an added bonus for us, because he guarantees a large number of goals. Obviously, we also have to work as a team to get the best out of an individual."