Promoters for the tour said it "marks a kind of rebirth" for the singer who "went back to the drawing board after several tumultuous years, eventually producing a beautifully raw and truthful set of classic pop songs that take her right back to the DIY spirit of her first two albums".
"For No Shame, she knew it was time to take it back to basics."
The album was recorded in Los Angeles and London after Allen "hit the reset button, giving herself time and space to take the pressure off and get emotionally honest with herself".
Last year Allen spoke about her life during the making of No Shame.
"In that time I got separated from my husband, and was confronting life being a single mother, and then went into another relationship," she said.
"I also had a stalker and a big court case that went with that."
Allen's stalker broke into her home and threatened her with a knife in 2015.
Now the Brit is said to be armed with "a new outlook on life and a newfound sense of purpose", and is promising an "absolutely electric" show tonight.