The 40-year-old Northern Irishman, who was ranked world number one in 2024, missed a match-winning black in his epic semi-final against eventual champion Wu Yize in May.
Allen returned to action this week at the Northern Ireland Open in Belfast, where he lost in the first round to his old friend Jordan Brown, after which he said he had been considering retirement while in a "bad place".
However, the former Open champion had said he did not want his last match to be remembered for that semi-final at the Crucible and only took part as he was drawn against his friend Brown.
"I have been in a mental health clinic for the last 10 weeks, finally discharging so I could attempt to play in Belfast," Allen wrote on X on Wednesday.
"I owed that to my family, in particular my daughter to see me play for what could be the last time.
"I'm not ok, but I'm ok in that itself. I've been much worse in the last few months than you saw yesterday. I literally didn't see a future in anything."
Allen credited his daughter, therapists, staff and other patients with helping him through "some really dark days" at the clinic.
"I see the light now that I couldn't see before but I do now. I also know it won't happen overnight. I'm a work in progress," he added.
"My fight and determination on the table has always been there for ones to see. I need to show those same fighting qualities off it now for a while."
Brown expressed hope Allen would reconsider retirement after beating him for the first time in his career.
"The first words I said to him today was it was great to see him back and we had a big cuddle. It is tough to see him going through that," he said after Tuesday's match.
"I have no doubt he will come back. Snooker is his love, he is absolutely brilliant and he is a top bloke. I wish him all the best."