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Allen's comments come a week after he was defeated by former Gov. Tim KaineTimothy (Tim) Michael KaineBiden promises Democratic senators help in battleground states Second GOP senator to quarantine after exposure to coronavirus The Hill's Morning Report - Sponsored by The Air Line Pilots Association - Pence lauds Harris as 'experienced debater'; Trump, Biden diverge over debate prep 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."