The Danish midfielder, who was with us from 1996 until 2000, made over 100 appearances during his time at White Hart Lane.
His last minute strike at Wembley gave us our first trophy in eight years, so who better to give us an insight into how our current crop of players will be feeling just three days before their big Final against Chelsea.
Allan says: “I prepared myself and had that game in my mind for a long time before and so many thoughts were going through my mind.
“It was a big Final for us at the time because we hadn’t won anything for a while, so it was a great opportunity.
“I was so glad we could give the fans something after they had gone so many years without seeing us win anything.
“When you’re a Spurs player, you find out quite soon after joining how much it all means to the fans, even more so to be in a Cup Final and win it.”
The game itself was a rather dull affair for the most part, with both teams cancelling each other out.
The balance of the match was even tipped in Leicester’s favour when Justin Edinburgh was sent off on 63 minutes.
But then Allan struck in the dying seconds with a diving header from a deflected cross after a great run by Steffen Iversen.
He recalls: “We went down to 10 men and seemed as if the game was going to extra-time, but we kept believing and then we scored.
“The only thing I regret was putting my shirt over my head after I scored! All my team-mates came and jumped on me but I couldn’t see anything, so missed the celebrations!
“We played around three or four minutes’ stoppage time after we scored and that seemed like forever. So when the final whistle blew you could really feel the relief and delight from everyone.
“Walking up the stairs to collect the trophy was something I’d been thinking of for a long time because not many players get to do that.”
Look out for more from Allan tomorrow.
The Spurs Megastore, along with the outlets in Harlow and Enfield, will be open from 8am until 12.30pm on Sunday so you can get kitted out for Wembley!
Introducing the first in a two-part feature with our last Wembley hero Allan Nielsen, who scored the winning goal in our 1999 League Cup Final success against Leicester.