After Wells won the first two tumultuous frames, Allen of Northern Ireland leveled the match at 2-2 with a break of 72.
Wells led 4-2 after breaks of 63 and 78, but Allen’s run of 103 closed the gap.
But Wells, a Welshman ranked 80th, completed the victory with another 63 break.
This season, Allen has won three events, including the Players Championship in Telford last month.
With breaks of 130 and 108, world no. 2 Judd Trump defeated Malaysia’s Rory Thor 5-2 in the first round.
After a four-year break due to the coronavirus pandemic, Trump of England, the defending champion, will look to retain its championship when it returns to the circuit.
World champion Luca Brecel of Belgium created Using breaks of 131, 100, and 94 to get to the final 32, he defeated Manasawin Phetmalaikul of Thailand 5-1.
Shaun Murphy of England defeated Xu Si of China 5-3, while Ali Carter defeated Louis Heathcote by the same margin with breaks of 114 and 135.
Adam Duffy withdrew, giving Mark Selby an early walkover. On Tuesday, Ronnie O’Sullivan will take on Michael White.
On Tuesday, Jordan Brown, Allen’s compatriot, will also compete in the first round against Chris Wakelin of England.
In his last qualifying match, Brown defeated China’s Lan Yuhao 5-1 to advance to the first round.
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