In May 2016, Allen was named to the NBA All-Defensive Second Team for the 2015–16 season, marking the fifth career All-Defensive selection for Allen in six seasons with the Grizzlies. Allen averaged 8.4 points, 4.6 rebounds, 1.1 assists and 1.72 steals in 25.3 minutes in 64 games (57 starts) for Memphis in 2015–16. He was tied for the NBA lead with Minnesota's Ricky Rubio in steals per 48 minutes (3.3) among players with a minimum of 1,500 total minutes played. The Grizzlies' defensive rating was 2.2 points better with Allen on the floor (104.1) than with him off the floor (106.3). In addition, Allen led the team with 1.7 steals per game.