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Allen's comments come a week after he was defeated by former Gov. Tim KaineTimothy (Tim) Michael KaineOvernight Defense: Details on Senate's 0B defense bill | Bill rejects Trump plan to skirt budget caps | Backfills money for border wall | Defense chief says more troops could head to Mideast Dem senator plans amendment to restrict military action against Iran Overnight Defense: Iran worries dominate foreign policy talk | Pentagon reportedly to send WH plans for 10K troops in Mideast | Democrats warn Trump may push through Saudi arms sale | Lawmakers blast new Pentagon policy on sharing info 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."