Allen, who retired after the 2022 World Cup finals in Qatar, returned to the international stage last September under Craig Bellamy.
Wales begin their bid to qualify for the 2026 World Cup in March when they face Kazakhstan in a group that also includes Belgium, North Macedonia and Liechtenstein.
“I guess it was no surprise when we were drawn against them [Belgium] again,” Allen said.
“I’m sure they’re tired of coming against us. Certainly a top team.
“We have talked about them enough over the years, but they are a team with a recent history that will hopefully inspire us to get a good result against them.
“We’ll see how it goes with the rest of the group.
“We have to make sure that we have our feet firmly on the ground, there is a lot of self-confidence in the camp. Let’s see what happens.
“I’m really confident that this group can do something special.”