Trumpet player, Henry Red Allen Jr. was the son of Henry Allen who was the leader of the Allen Brass Band of Algiers, Louisiana. Algiers is directly across the Mississippi River from New Orleans.
As a teenager he played in his father's band, with George Lewis, the Excelsior Band and with the Sam Morgan Band. In 1926 he left New Orleans to play with Sidney Desvigne's Southern Syncopaters on the riverboat Island Queen which ran between St. Louis and Cincinnati. In 1927 he joined King Oliver's Dixie Syncopators while they were on tour in St. Louis. The tour didn't go well for Oliver, and the band kind of fell to pieces in New York, but Red made his first recordings while there with Clarence Williams.
Allen returned to New Orleans and played with Fats Pichon and then joined Fate Marable on the Strekfus riverboat Capitol where he would remain until 1928. After being offered a Victor recording contract and jobs by both Duke Ellington and Luis Russell, he returned to New York.
He made several recordings under his own name in 1929 for Victor, before joining Luis Russell and his Orchestra, staying with them until 1933. He then joined the Fletcher Henderson Orchestra, replacing Rex Stewart as the group's featured soloist. During this time period Allen made several popular recordings with Coleman Hawkins, where he sang and played trumpet.
Starting in 1934 he joined Mills Blue Rhythm Band until he left them in 1937 to rejoin Luis Russell's band which was fronted by Louis Armstrong at that time. He stayed with them until 1940 when he began leading small groups in New York nightclubs and played on records by Jelly Roll Morton, and Sidney Bechet.