The 23-year-old was drafted 64th overall in the 2012 draft and put in an impressive rookie campaign, notching three touchdowns in his 45 receptions.
Allen told reporters. "I had probably over 100 classes of yoga and it's helped out a ton.
"I feel more fluid in my routes, getting in and out of my stance. It's definitely helped calm me down a little bit."
The Colts reached the playoffs last season but were knocked in the wildcard round by eventual Super Bowl winners Baltimore Ravens.