"Obama won two out of three counties," Allen said shortly before he was put to death, according to Jerry Massie, spokesman for the Oklahoma Department of Corrections told AFP. "It's going to be a very close race."
The 56-year-old appeared surprised the execution would take place, Massie said.
Allen was sentenced to death for the 1986 murder of the estranged 24-year-old mother of his two young children. He lost an eye in a scuffle with a police officer shortly afterwards.
His lawyers had argued that Allen, who was hospitalized with psychological problems and has had a history of alcoholism and drugs, could not be held accountable for his actions. The Supreme Court rejected his final appeal on Tuesday.
Allen is the fifth death row inmate to be executed in Oklahoma this year and the 36th in the United States as a whole, according to the Death Penalty Information Center.