While serving in the United States Marine Corps, Allen Knox was an Infantry Platoon Commander and Company Commander at Parris Island, South Carolina.
After leaving the Marines, he became a Special Agent with the Drug Enforcement Administration stationed in numerous locations, including New Orleans, Louisiana, and Kabul, Afghanistan. He also served as a Law Enforcement Advisor for III MEF (Marine Expeditionary Force) in Helmand Province. He was a Training Officer for the General Directorate of Narcotics in Riyadh, Saudi Arabia. Knox retired after 21 years of service with the DEA.