The Serie A champions, and current league leaders, face the Coppa Italia winners in Doha on Monday, and Allegri is keen to earn his first trophy since replacing Antonio Conte.
Juventus have won the last two Supercoppas, while Allegri last won the competition in 2011 with former club Milan.
Having guided his new charges to the top of the table and progressed in Europe, the head coach wants a cup win to cap off an impressive first six months at the helm.
"After remaining top of the league and getting to the Champions League last 16, the Super Cup is our third target of the season," he said.
"It won't be easy because Napoli have important qualities. They're difficult to face in a one-off game.
"We can't put a foot wrong. The team is in good shape and got back to winning ways with a good display in Cagliari [a 3-1 win].
"Anything can happen in a final. We have plenty of respect for Napoli and we'll look to bring the trophy home."
And Allegri insists their fate does not rest on the shoulders of Carlos Tevez, despite the striker scoring 13 goals in all competitions so far this season.
He added: "We don't just rely on Carlos Tevez, we've won games without him and the goals have been shared around this season."
Juve's first two games back after the winter break are at home to Inter and away to Napoli.