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Allen's comments come a week after he was defeated by former Gov. Tim KaineTimothy (Tim) Michael KaineOvernight Defense: Trump declares border emergency | .6B in military construction funds to be used for wall | Trump believes Obama would have started war with North Korea | Pentagon delivers aid for Venezuelan migrants Kaine asks Shanahan if military families would be hurt by moving .6B for border wall Clinton on GOP promoting Trump 'stronger together' quote: Now copy my policies too 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."