Allen studied under Betty Churcher at the Stuartholme School, Brisbane (1965–69) and later under Roy Churcher (Betty Churcher's husband) at Brisbane Central Technical College. She won the Archibald Prize in 1986 for her portrait of her father-in-law Dr John Shera (My father-in-law watering his garden). Allen has written and illustrated two books, and has created a 50-minute film, Feeling Sexy (1999), on the struggles of an artist attempting to reconcile the conflicting demands of bohemia and suburbia. At the 1999 Film Critics Circle of Australia Awards, she was nominated for the award for "Best Direction" for that film and she won the "Best Original Screenplay" award. The film was also invited to the Venice Film Festival.
She frequently confronts the themes of family and sexuality; regarding the latter she has said: "if we are truly feminist in the fullest sense of the word, we shouldn't have felt we had to lock it away or be really careful about it. We should be chauvinist in our womanhood." Allen is represented in most major public collections in Australia.
- Ray Hughes Gallery, Brisbane, in 1973, 1975, 1978, 1979, 1981, 1982, 1985 and 1986.
- Australian Galleries, Sydney, in 1993, 1996, 2001
- Philp Bacon Galleries, Brisbane, in 1999, 2003, 2005, 2008, 2016
- D'un autre continent: l'Australie le rêve er le réel, curated by Suzanne Page/Leon Paroissien, Musée d'Art Moderne de la Ville de Paris. Shown internationally in Vienna, Texas and Venice.
- An international survey of recent painting and sculpture, curated by Kynaston McShone, Museum of Modern Art, New York City
- Davida Allen, curated by Anne Kirker, National Art Gallery of New Zealand. Touring to four other New Zealand museums.
- Painters and sculptors, curated by Michael Sourgnes, Queensland Art Gallery, Brisbane. Travelling to Museum of Contemporary Art, Saitama, Japan.
- ROSC, ann International Exhibition, Dublin, Ireland
- "Davida ALLEN". National Gallery of Australia. Retrieved 23 June 2008.
- What Is a Portrait – Images of Vicki Myers, ISBN 978-1-875505-02-9
- The Autobiography of Vicki Myers – Close to the Bone, ISBN 978-0-7318-0207-4
- "Awards for Davida Allen". Internet Movie Database. 1999. Retrieved 1 July 2008.
- Davida Allen at Art Galleries Schubert
- Works by Davida Allen
- Davida Allen's film Feeling Sexy
- Feeling Sexy at the Internet Movie Database
- Davida Allen at Australian Art
for Dr. John Arthur McKelvey Shera