The musician, who is expecting her second child with husband Sam Cooper, revealed on Twitter that her collapse in the luxury department store was down to an empty stomach.
"Just fainted in Harrods. #croquemonsieur needed," she wrote on her @lilyrosecooper account. "On the bright side, managed to pick up [a Harry Potter] Professor Snape Wand in Ollivanders box and Slitherin pen for Nephews Xmas present. #luckyboy."
Allen's pregnancy was first confirmed by her father Keith Allen in July. She is expected to give birth next month.
The 'Smile' star welcomed a daughter named Ethel Mary last November, five months after she married Cooper.
In October, Allen weighed in on the debate over a woman's choice to have an abortion, slamming "small minded idiot blokes" and writing on Twitter: "The day the number of single father households equal the number of single mother households is the day I start to listen to their views."