Allegri, who has been linked with Arsenal and Chelsea in the Premier League, has led Juve to three straight Serie A and Coppa Italia doubles in his three seasons in Turin, leading the Italian giant also to two Champions League finals, where it was beaten by Barcelona and Real Madrid, ESPN FC reported.
The Bianconeri lead Serie A and are on course for a seventh straight Scudetto, and will meet AC Milan in the final of the Coppa Italia, but Allegri, who has a contract with the club until 2020, has plans to move on before too long.
"Certainly I will go abroad," he said, adding in English for extra emphasis, "In Italy, finished."
"And, yes, I don't want to go being a coach forever. Probably I would like to carry on being a club coach for another five or six years then I would like to coach a national team.
"It's very difficult to last such a long time, to be able to achieve with the right capacity, the right intensity and, yes, especially for a coach like me who is a natural and not a built coach."
Ideally, Allegri would like to leave Juve having won the Italian champion its first Champions League title since 1996.
"What is missing right now is the Champions League," he said. "That is my focus. There is too much pressure.
"When I got to Juventus, the year before they had been knocked out early so they were not able to proceed in the Champions League. Since then there has been a growth in self-esteem – by the club, by the team, by myself.
"When you play the Champions League you show yourself to the rest of the world. And at the premiere at La Scala all the actors and performers have the same kind of situation, the same feeling, in front of all the people, all the experts. It is on the same scale.
"So when this draw came out that we were going to play Real Madrid some were disappointed, a little bit worried, but actually I was happy. It was something that is a good stimulus, a great encouragement. It brings a lot of adrenaline because it means we have to play two legs. It will be two great matches."