 Allen is the son of Edward Charles Owen, a Royal Naval submarine engineer.He is the younger brother of comedian/actor Keith Allen, and uncle of both singer-songwriter Lily Allen and "Game of Thrones" actor Alfie Allen.He was born in Gosport, England, but spent most of his childhood in Wales and British military outposts such as Malta and Singapore, where he attended Royal Naval schools, before the family settled back in Loughor, Wales in 1969.