- He married his first wife while at the University of Oxford, where he received a degree in the classics, but she died within two years.
- In 1892, he became friends with Arthur Conan Doyle, who completed the last two chapters of Allen's unfinished novel "Hilda Wade."
- A naturalist and philosopher interested in evolutionary philosophy, Allen wrote amateur sleuth fiction which mostly appeared as serials in popular magazines. He is credited with creating the first thief-protagonist of crime fiction and with creating the first female sleuths.
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