Allen rejoined Barnet for a fourth spell in 2014, leading the Bees back into League Two before dropping divisions to join Eastleigh in December 2016, a role he held only until the following February.

Signed by manager Lou Macari, Allen made his debut on 26 August 1989 in a 3–2 home win against Plymouth Argyle.

However, by 1995 team discipline was poor at West Ham and with Allen playing alongside Julian Dicks, John Moncur and Don Hutchison bookings were commonplace.

[3] Allen stayed with the Hammers until September 1995 when he made a £500,000 switch to Portsmouth after a successful loan spell at Fratton Park.

The team shot straight to the top end of the table, however Allen left for Brentford with a few weeks of the season remaining in a move that disappointed many Barnet fans.

[12] In the 2004–05 and 2005–06 seasons he took Brentford to the play-offs with fourth and third-place finishes respectively, but they were eliminated by Sheffield Wednesday and Swansea City respectively in the semi-finals on both occasions.

[13] Allen won press attention during the 2004–05 season for the success of his self-described "two bob team",[14] which was composed of ageing pros (John Salako, Andy Myers, Scott Fitzgerald and Jamie Lawrence), free transfers (Deon Burton, Chris Hargreaves, Stewart Talbot and Isaiah Rankin) and young guns who would go on to play in the Premier League (Jay Tabb, Stephen Hunt, Sam Sodje and Michael Turner).

[13] He also was in charge of one of the major giant killings in the fourth round in the 2005–06 season, beating Premier League side Sunderland 2–1.

[18] In May 2006, Allen announced his resignation as manager of Brentford, citing lack of Board commitment to investing in the team to take it to the next level.

[20] With the club struggling in League One in late 2010, there was speculation that Allen would replace Andy Scott as manager, but the reports were quashed by Brentford chief executive Andrew Mills.

[21] Allen then dropped down a level to manage League Two team Milton Keynes Dons for the 2006–07 season, a club with heavy financial backing and ambitions from owner Pete Winkelman, albeit one that had been in severe decline for the past few years and had dropped from the Championship to League Two in three seasons.

Allen managed to arrest the club's decline and took his team to the play-offs, but lost in the semi-finals to Shrewsbury Town.

[25] Relations with chairman Milan Mandarić quickly deteriorated and his contract was terminated by mutual consent on 29 August 2007 after just four games in charge.

[26] After leaving Leicester, Allen declared his interest in managing Swindon Town,[27] which eventually went to Maurice Malpas.

[29] With financial difficulties hitting the club and an increasingly troubled dressing room atmosphere, the entire Cheltenham squad were put up for sale.

Allen allowed key players to leave mid-season either on loan or for reduced prices, contributing to a run of results which left Cheltenham near the foot of the League Two table.

On 20 October 2009 and amidst poor results on the pitch, Allen was suspended by Cheltenham Town and placed on gardening leave pending an internal investigation into allegations that he racially abused a nightclub bouncer.

[46] Allen was appointed head coach of Barnet on 19 March 2014 until the end of the 2014–15 season, marking his fourth spell at the club.

However, despite the Bees starting the 2016–17 season just outside the play-off zone in 8th place, Allen made an unexpected request to terminate his contract to join National League side Eastleigh.

[49] On 1 December 2016, Eastleigh had confirmed that Allen had joined up with them taking the Manager's position previously help by Ronnie Moore.

[57] Less than a week after leaving Barnet, Allen was appointed manager of Chesterfield, who themselves had seen relegation from the Football League at the end of the 2017–18 season.