He was born in Hoxton on 17 September 1799, the elder son of Thomas Allan and Esther, daughter of Thomas Robinson, a Methodist of Bridlington in the East Riding of Yorkshire. He was educated at Charterhouse and Trinity College, Cambridge, admitted to the Middle Temple in 1818 and called to the Bar by the Middle Temple. However his poor health and extremely shy temperament did not fit him for that career. After the death of his younger brother Joseph, to whom he was deeply attached, he travelled widely on the European continent and became increasingly absorbed in acquiring an extensive collection of books and manuscripts. His contacts abroad and his assiduous and intelligent enthusiasm for collecting and cataloguing enabled an impressive library to be created. Having regretted the earlier sale of his father's fine collection of books, he decided to give his own to the WM connexion in his will. But in 1884 he offered it to Dr J.H. Rigg as an immediate gift to the connexion, and so the Allan Library was established, under the care of Thomas Hayes. A devout but very lonely man, he died on 8 December 1886 in the Terminus Hotel, London Bridge, in which he had lived for the last 13 years of his life, and was buried in the family tomb in Lee churchyard.