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The order is "awarded to men and women of high office, or who render extraordinary or important non-military service in a foreign country," according to the British monarchy's official Web site.
Allen became Jamaica's sixth governor-general February 26, shortly after stepping down as the church's president in the region.
Allen said that while he missed church work, he was "sure and confident that this is what the Lord wants me to do now."
"As much as I miss it, I am aware that my service is in a broader scope," Allen said.
Elected president of the West Indies region in 2000, Allen began his pastoral service in the church in 1981, after a decade of working for the Jamaican government.