The star was taken to the city's posh Savoy Grill, where she was surprised with a lesson in kitchen skills by top U.K. chef Ramsay, who owns the restaurant.
Allen wrote on her Twitter.com page, "I am on my hen (bachelorette party), having a cooking lesson with a very special teacher.
"Gordon Ramsay, and he was brilliant. Had no idea, I am a very, very lucky girl."
Allen was joined by friends including actress Jaime Winstone and TV presenter Miquita Oliver at the bash.