Born into a theatrical family, Allen made her debut at age 14 in New York City in the title role of Burnett's Esmeralda. Between 1884 and 1886 she appeared in a variety of modern and Shakespearean plays with the best-known 19th-century actors and in Little Lord Fauntleroy and Shenandoah (1888–89). Later she toured in Richard Brinsley Sheridan's The Rivals and George Colman the Younger's The Heir at Law; starred in Hall Caine's The Christian (1898); and formed her own Shakespearean theatre company (1903). In 1915 she made her only motion picture, The White Sister. Her final professional appearance was in 1918, at a benefit for war relief, but she remained active in support of theatrical and charitable organizations.