In October 1939, Allen was given command of the 16th Brigade in the 6th Division as part of the Second Australian Imperial Force. Later in 1940, Allen was in North Africa, where his brigade fought at Bardia and Tobruk. In March, Allen and the brigade left North Africa for the ill-fated Greek campaign, following which he was awarded the Greek War Cross. For his services in North Africa, Allen was appointed a Commander of the Order of the British Empire in April 1941, and a Companion of the Order of the Bath in July the same year.