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Allen's comments come a week after he was defeated by former Gov. Tim KaineTimothy (Tim) Michael KaineHannity snaps back at 'Crybaby' Todd: 'Only conservatives have to disclose relationships?' Chuck Todd lashes out at Fox, defends wife in radio interview Overnight Defense: Trump steps up fight with California over guard deployment | Heitkamp is first Dem to back Pompeo for State | Dems question legality of Syria strikes MORE (D) for outgoing Sen. Jim Webb's (D-Va.) seat. Webb won the seat from Allen in 2006.

Allen said he did not know what he planned to do next.

"Gosh, we're six days from the election," Allen told the Virginia newspaper. "I haven't determined what the next venture will be."

Allen added that whatever he'll do next he would "give it all my energy."