[4][5] Initially credited as Jessica Williams, she made both her television and feature film debuts in 2015 with small roles in an episode of the Sky One sitcom Yonderland as well as the films Mission: Impossible – Rogue Nation and Eddie the Eagle.
Allain landed her first leading role as Lisa Walker in the 2018 slasher film Thriller.
The following year, she played Simone in Steven Soderbergh's comedy-drama film The Laundromat about the Panama Papers.
In 2022, Allain played Catherine in the ninth installment of the Texas Chainsaw Massacre franchise on Netflix.
Allain appeared in the horror film Fear and the miniseries The Continental: From the World of John Wick, a three-part John Wick spin-off released on Peacock and Amazon Prime.