The player joined last season, but the 23-year-old's seaosn was disrupted by niggling injuries, and Allen fears Championship football could lure the player away from Griffin Park.
Allen said: "San Lee has been training with Sao Paulo in Brazil.
"I was informed that he will be going for a week's training with Sheffield United with a view to earning himself another contract.
"San Lee's season was interrupted constantly with injuries and I was hoping to have him back. But this is now looking unlikely. But we will see."