"You can't go to work every day and put some kind of ceiling on the day like today's going to be the day I'm going to get shot," he offered.
It was Thursday afternoon when Allen was one of several officers chasing after 35-year-old David Scott Herring. The whole thing began with a report of shots fired at a home near the Moore County line, and then Herring led officers on a 20-mile high speed chase.
Officers used a special device to puncture Herring's tires and he stopped. But they say he refused to put his gun down and told officers to shoot him. Then, he opened fire.
"When I realized I'd been shot, I looked down, saw a hole in my pants, I saw blood coming out of it," Allen recalled.
Allen's fellow officer - Sgt Chris Perry - was also wounded in the leg.
Officers shot back - killing Herring. Now, it's up to the SBI to determine if the deputies acted correctly. It'll be aided in its investigation by dash cam video that shows Herring refuse to put down his weapon and fire. Deputies say it was a clear case of 'suicide by cop.'
"You know I feel very sad for him and I pray for the family," said Allen.
Despite feeling justified in what he did, Allen says deadly force is never the first option.
"During that whole time, we were reacting to him and we didn't feel deadly force was necessary until the very end," he said.
It was a split second decision that likely saved other lives in the crowd. Now, the officers have to go on with their lives - all aware that this is the job they have chosen.
"I don't think you think about the danger," said Allen.