After Alabama passed its Ordinance of Secession and Fort Sumter was fired upon, Allen enlisted in the newly raised Confederate army and was elected as a lieutenant in Company A, Montgomery Mounted Rifles. The following year, when the state organized the 1st Alabama Cavalry, Allen became its first major on March 18, 1862, and saw action at the Battle of Shiloh in April along the Tennessee River. He was subsequently promoted to colonel of the regiment before the Kentucky Campaign, and led the 1st Alabama Cavalry at the Battle of Perryville, where he received a slight wound. Later that year, he was severely wounded in the Battle of Murfreesboro while in command of a brigade.