The Liverpool new boy came up against the Everton and Tottenham Hotspur players in his debut Premier League season with Swansea City last year.
Both players have started the current campaign brightly, and Allen has urged his Welsh teammates to try to stop their threat from midfield as well as break down a strong Belgian defence.
"Fellaini and Dembele are the two best midfielders I came up against in the Premier League," said Allen.
"If I am playing, I will have my work cut out against the likes of them, but they have strength throughout.
"With [Vincent] Kompany and [Thomas] Vermaelen at the back, they have a good spine."
Wales meet Belgium at the Cardiff City Stadium on Friday.