Alli was also unavailable for Tottenham's 2-1 home defeat by Liverpool on Saturday with a hamstring niggle.
Spurs captain Lloris hasn't played since August 27 with a thigh injury. The goalkeeper has been embroiled in controversy in recent weeks with a conviction for drink-driving.
Moussa Sissoko is still not fit and will also miss the trip to Italy, leaving Spurs boss Mauricio Pochettino with selection problems ahead of their opening Group B fixture.