The Defense Department Office of the Inspector General denied a Freedom of Information Act request from The Washington Post, which said it sought records of the inquiry into the relationship of Allen and Jill Kelley, who exchanged a myriad of emails and other documents.
The Post said the denial was dated Feb. 15 but wasn't delivered to the newspaper until Monday. Pentagon officials said requests made by several other media organizations had also been rejected.
In its denial letter to the Post, the inspector general's office said revealing records related to the Allen probe would "constitute a clearly unwarranted invasion of personal privacy."
The emails surfaced during an FBI investigation into other emails sent by Kelly that revealed former CIA chief David H. Petraeus -- who led the International Security Assistance Force and U.S. forces in Afghanistan -- had an extramarital liaison with his biographer. He resigned as CIA director in November.
Allen announced last week he would retire from the military, saying he wanted to spend more time with his ailing wife. In retiring, Allen turned down an offer from President Obama to become NATO's supreme military commander for Europe.
The Pentagon inspector general's office cleared Allen of any wrongdoing last month.