Allendy contracted pneumonia at three years and was a sickly child, affected by diphtheria and other serious ailments.
In 1914 he was mobilized for World War I, but after being diagnosed with tuberculosis, he returned to civilian life.
In 1922 he and his wife, Yvonne, established the Groupe d'études philosophiques et scientifiques pour l'examen des idées nouvelles at Sorbonne, dedicated to the promotion of humanistic and scientific novelties.
In 1926, Princess Marie Bonaparte, a protegée of Freud, helped found the Psychoanalytic Society of Paris, where Allendy worked as a secretary between 1928 and 1931.
The story of the relationship is described in detail in Nin's diary, specifically in Henry and June.