Allen was an officer with His Majesty's Diplomatic Service from 1943—notably information counsellor at Ankara between 1947 and 1949—until he stepped down and returned to his native Ulster in 1949. There, while living near Killyleagh, County Down, he divided his working time between running the family business ("David Allen's", a major bill-posting company) and writing the two major books which he completed during the 1950s: "Caucasian Battlefields" (1953, with Pavel Muratov), and "David Allens" (1957, an account of the business and a collective biography of the Allen family). His last book, "Russian Embassies to the Georgian Kings (1589-1605)", written with the help of the translator Anthony Mango, was published in two volumes by the Hakluyt Society in 1970. He spent his last years living at Whitechurch House, near Cappagh in County Waterford, in the south-east of Ireland.