Allen, the co-founder of Microsoft, died of cancer at the age of 65 on Monday.
He was known for being a huge music fan, particularly the rock ‘n’ roll genre.
Speaking about his mastery of the guitar, Jones, legendary American music producer, told Vulture magazine.
He had said: “But you know who sings and plays just like [Jimi] Hendrix? Paul Allen.
“I went on a trip on his yacht, and he had David Crosby, Joe Walsh, Sean Lennon — all those crazy motherf—–s.
“Then on the last two days, Stevie Wonder came on with his band and made Paul come up and play with him — he’s good, man.”
This is a video of Paul Allen in action during a concert in November 2012.