In 1908, Allen began his professional baseball career with the Class-C Enid Railroaders of the Western Association. With the Railroaders that season, Allen batted.147 with 47 hits, five doubles, one triple and one home run in 109 games played. During the 1909 season, Allen continued playing for the Enid Railroaders. He batted.257 with 94 hits, 15 doubles, one triple and two home runs in 108 games.
St. Louis Browns
On September 1, 1909, Allen was drafted by the St. Louis Browns from the Enid Railroaders in Major League Baseball'sRule 5 draft. Allen made his major league debut on May 4, 1910. His final major league appearance was on August 5, 1910. During his time with the Browns, Allen batted.130 with three runs, three hits, one double and one walk in 14 games played. Allen played 12 total games on defense. Allen played all of his 12 games at the catcher position and spent a part of a game at first base. He committed three errors, and seven assists and made 21 putouts in 31 total chances. After leaving the Browns, Allen joined the minor league Class-A Louisville Colonels for the rest of the 1910 season. In 30 games with the Colonels, Allen batted.227 with 22 hits, one double and one triple.
Houston Buffaloes
Allen joined the Class-B Houston Buffaloes of the Texas League in 1911. That season, Allen was a player-manager, making it his debut as a manager in professional baseball. He batted.187 with 69 hits, 11 doubles, two triples and two home runs in 155 games that season. Allen also led the Buffaloes to a 71–75 record in 1911. In 1912, Allen continued his tenure with the Buffaloes as a player, but not a manager. In 92 games that season, Allen batted.243 with 75 hits, nine doubles and three triples. Allen continued playing with the Houston team in 1913 and batted.208 with 51 hits, one double and two triples in 80 games played. In 1914, Allen batted.218 with 48 hits, seven doubles and two triples in 68 games that season with Houston. Allen played 92 games with the Houston team in 1915. In those games, Allen batted.215 with 61 hits, 10 doubles and four triples. Allen spent hit final season as a professional baseball player in 1916. With Houston, Allen batted.185 with 28 hits and four doubles in 54 games played.
Managerial career
In 1921, Allen joined the Class-D Ranger Nitros of the West Texas League as a manager. At the helm of the Nitros, Allen led them to a 37–43 record. Allen was hired as the manager of the Class-D Lubbock Hubbers of the Panhandle-Pecos Valley League during their inaugural season in 1922. That season, the Hubbers went 79–59. In 1923, still at the helm of the Lubbock team, Allen led them to a league championship after they finished with a 57–47 record. In 1928, Allen was one of three managers who led the Class-A Amarillo Texans of the Western League.
Later life
After his professional career, Allen was a sports promoter. Allen, who resided in Lubbock, Texas in the 1940s, converted a church into a nightclub where he promoted boxing and wrestling events. Allen spent several years at the aforementioned nightclub before opening the "Sled Allen Arena". The arena was host to many events, including an interracial dancing event featuring Ray Charles in the 1950s. The "Cosmopolitan Dance" as it was called was an event that was aimed at bringing Hispanics, African-Americans and Caucasians together. Allen also promoted shows for Little Richard and Elvis Presley.