Media reports had been linking the Bees boss as a possible successor to Ray Lewington who was relieved of his post on Tuesday, but Allen told Brentford's official club website he intends to remain at Griffin Park.
"There has been no approach to me directly or through the board of this football club," he said.
"I must reiterate to supporters that my mind is solely focused on Brentford only and my intense desire to try and get this team up to the next level."