Edward Jay Allen was born Edward John Allen in New York City. Raised in Pittsburgh, he attended and graduated from Duquesne University.
At age 22, he went West, along the Oregon Trail, to Olympia. He also served as a delegate to the Monticello Convention, which urged the split between Washington and Oregon territories. In 1853, he served as one of four scouts sent over the Naches Pass to determine if it was suitable for a wagon road.
During the winter of 1853-1854, he shared a cabin with George B. McClellan and served as his private secretary. During 1854, he worked to improve the Naches Pass. In August of that same year, he led a party that successfully climbed Mt. Adams. He returned to Pittsburgh in 1855 and on July 16, 1857, married Elizabeth Robinson.
He served as a railroad contractor in Virginia and was in that role when the Civil War broke out. During the Civil War, he served on the staff of General John C. Fremont and participated in the Shenandoah Valley Campaigns in the spring of 1862. In the summer of 1862, he recruited the 155th Pennsylvania Regiment infantry and, because of his work, was appointed Colonel. At the Battle of Fredericksburg, the 155th led a bayonet charge against Robert E. Lee's forces on Marye's Heights. After the Battle of Gettysburg, he was medically discharged.
In 1866, he became the secretary/treasurer of the Pacific & Atlantic Telegraph Company.
Later in life, he became involved with the efforts to memorialize the Oregon Trail. A lover of poetry, he also published a book of poems.
Edward Jay Allen died on December 26, 1915.