Allen began dating musician Ed Simons of the Chemical Brothers in September 2007, and in December, Allen announced that she and Simons were expecting a child. Allen announced that she suffered a miscarriage in January 2008. However, in her 2018 memoir "My Thoughts Exactly", Allen writes that she "fake" the miscarriage due to fears over how tabloids would report the story. After five months of dating, Allen's relationship with Simons ended. Allen has stated that she spent three weeks in a psychiatric clinic due to depression.