Victory helped Juve maintain their ideal start in Serie A, and while the match was marred by a Douglas Costa spitting incident, Ronaldo revealed his relief at rediscovering his goalscoring boots.
Allegri said he could see that Ronaldo was excited to finally get the first goal out of the way.
Cristiano Ronaldo has ended a 320-minute wait for his first Juventus goal by netting against Sassuolo on Sunday, Goal reports. I also apologise to my teammates, who are always with me in the good and the bad times.
The Portugese striker scored two goals in a 2-1 win over Sassuolo to put the Italian giants back at the top of the Serie A.
Roma have just five points from four games in which they have conceded seven goals.
Next up for Allegri's men is a midweek fixture against Valencia at the Mestalla, as they kick off their latest assault on the Champions League, before returning to Serie A duty with a clash against Frosinone on Sunday. "It's a very hard group, we know that we can do well and Juve must focus on being the best".
Ronaldo has won the Champions League five times, including each of the last three seasons with Madrid, and one of Juve's prime reasons for signing him was so they could win the competition for the first time since 1996.
Ronaldo left Madrid this summer after helping to guide the club to their third consecutive Champions League trophy.
The Argentine pounced in the second half, to score his seventh goal in eight games against Cagliari, and 112th in Serie A, coming close to a second from close range.
"We lacked that killer instinct".
Allegri said the club will fine the Brazilian winger after the game, and while his suspension will only be domestic, he could well be left out for this game if the manager feels strongly enough. "We can't do any of that in Madrid", he added ahead of their midweek trip to Champions League holders Real Madrid. "We mustn't lose our heads, even if these results destabilise us".
Four games is actually not that bad, considering.