Amad Diallo scored his first goal for Manchester United in the first leg of their last 16 Europa League tie against AC Milan at Old Trafford on Thursday night.
But a Simon Kjaer equaliser in injury time leaves the tie on a knife-edge ahead of the second leg in Italy next week.
The away goal slightly handed the advantage to AC Milan, but Pallister believes Manchester United will have no fear of going to the San Siro and getting the result that they want.
He conceded that a San Siro with fans would have been a much harder challenge, but given the current circumstances and Manchester United’s brilliant away form this season, the side should be confident of putting on show in Milan in the second leg.
Pallister said on MUTV post match: “I don’t think we have got any fear about going away.
“If the San Siro is full and you’ve got the crazy Italians and flares going up, maybe a different kettle of fish.
“The away form has been exceptional, we have got goals in us, that’s for sure, and the counter-attacking will probably be decisive over there if we are going to go and win the game.
“Hopefully, Marcus [Rashford] will be fit and he can play that match.
“There is certainly no fear of going over there because we have been so good away from Old Trafford.”
With the tie level at 1-1, Manchester United have to score next week to have a chance of progressing to the quarter-finals of the Europa League.