O'Connor shocks Allen as Day wins in Players Championship opener
Allen, the UK Championship and Northern Ireland Open champion, entered the event in Wolverhampton as one of the favourites following Ronnie O'Sullivan and Neil Robertson's failure to qualify.
But the 36-year-old was far from his best at Aldersley Leisure Village which was taken advantage of by England’s O'Connor - the lowest-ranked player in the draw.
O'Connor moved into a 3-0 lead after opening with a solid break of 63.
Allen put his first frame on the board just before the interval and then cut the gap to 4-2 before O'Connor hit back with an excellent clearance of 132 to extend his lead.
With his chances fading away, Allen took the next frame to give him a glimmer of hope but it wasn’t to be as O'Connor claimed victory in the ninth.
The other match on Monday saw Ryan Day, the British Open winner, earn a 6-2 victory over Chris Wakelin.
The pair exchanged frames up until the sixth where Day rattled off four straight to advance.