"To come so close was disappointing. It was something we all had to endure together in Welsh football," Allen told his club Liverpool's website (www.liverpoolfc.com).
"But we have come a long way since then and we're confident we can maybe use those disappointments of the past in modern times.
"A couple of years ago, when we started this qualifying campaign, our one and only goal was to get here. Once that was done, we didn't want to make it a case of just being tourists here to take part."
Wales, who play Russia in Toulouse, marked their first appearance at a major tournament since 1958 with a 2-1 victory over Slovakia on June 11 before losing 2-1 to England in their second group fixture on Thursday.
(Reporting by Ian Rodricks in Bengaluru; Editing by Peter Rutherford)
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