Clay Allen was in high school when the Houston Rockets won a National Basketball Association championship in the 1994-95 season. Having grown up just down the road, Allen and his twin brother drove down to the city to be around thousands of other fans at the time.

In 2001, he took up a job for the Rockets as a marketing associate where he set up props for contests during halftime, took Rockets player Steve Francis to events and planned a draft party for Yao Ming.