Wales last played at the 74,500 vapacity stadium, which is normally used to host rugby matches, in 2012, but will return there for the visit of Spain on Thursday.
They have since played at smaller venues, as they have not been selling the requisite number of tickets to generate a good atmosphere at the national stadium.
However with 50,000 expected at the friendly, Allen said that the team were ready to go back to the prestigious venue.
"We've come a long way since the days when the atmosphere and the performances were questioned.
"I'm sure that's been behind the decision to play this game there.
"We've had great games and great atmospheres at the Cardiff City Stadium in recent years but we're looking forward to playing there again.
"For this type of game I'm sure the atmosphere is going to be great."