Cellino is not very popular among the fans, many of whom want him to leave the club.
A Leeds fans’ group - Time To Go Massimo - projected a series of protest images against Elland Road’s East Stand before, during and after Monday night’s Championship game against Middlesbrough.
Dallas, though, has made it clear that he and his teammates have a good relationship with the Italian entrepreneur.
“We’ve got a job to do, I wasn’t aware of anything on Monday night," the Northern Ireland international told The Guardian. “The players like him [Cellino], certainly in the conversations I’ve had with him I’ve got on well with him.
“What relationship he has with the manager, that’s between them. My job is to concentrate on playing.”
Dallas joined Leeds from Championship rivals Brentford in the summer of 2015 and has a contract until June 2018.
The Northern Ireland international winger has scored one goal and created 34 chances in 30 Championship appearances for the West Yorkshire outfit so far this season.
The 24-year-old has a pass accuracy of 74% and a shot accuracy of 46%, and has won 17 headers, 25 dribbles and 24 tackles.
Leeds are 16th in the Championship table at the moment with 37 points from 31 matches.