McGregor scored Celtic’s only goal in their 2-1 defeat against the Dutch giants, while Allan was introduced to the action late on.
McGregor and Allan both made errors which led to Ajax’s goals in the contest, but Deila has defended the midfield pair.
He said: “I think both Callum and Scott were positives in the game.
"If you look at the 90 minutes, Callum was good and while he did make a mistake, we still had eight or nine players behind the ball.
“Scott was also good when he came on, but then he made a really simple mistake from a counter-attack. They then score from another counter-attack and that is something we have to get better at.”
Both McGregor and Allan have found first team chances hard to come by at Celtic this season, but they will hope their displays in the Europa League have encouraged Deila to give them more regular opportunities.
However, those first team chances will now have to come in domestic competition, as Celtic’s defeat to Ajax means they will exit the Europa League at the group stage.
The Bhoys have failed to win a match in their Europa League group, and Deila is under severe pressure as a result of this failure.
Celtic’s performance in Europe has been poor in the first two years of Deila’s stewardship, and even if he delivers the Scottish Premiership title this season, he is likely to still have his critics at Parkhead.