Novel.

So far, there are 2 novels of D.Gray-man being published.These novels are called Reverse, written by Kizaki Kaya and illustrated by Hoshino Katsura.

These novels are not adaptations of the manga. Instead, they are more like extension or side stories to the manga. For example, Kanda's mission just before Allen enrolled was told in the novel.

And in Reverse 2, there was a chapter concerning Komui and a party at the Black Order. In the said story, Lenalee was interviewed in the Order's magazine. This was a quote of the interview:

Q: Lenalee-san is now the age of love. What kind of man do you like?
A: Um. I'm really into making sweet things right now, so I would like a person who would like sweet things and eat a lot for me.

Q: What else?
A: A serious person, taking their mission seriously and get it done. Doing everything done as it should be is a very nice person who I can respect greatly.

Q: In other words, is there a type who you say 'no' to?
A: Not really. If I like a person, I would like to respect every part of that person.

Q: Is a gambling person okay?
A: I think a person who does it for fun is alright. Actually, a person who's stong at poker would be very amazing.

Q: In this kyoudan, is there are man who you particularly like?
A: ......
(Judging by the looks of Lenalee who flushed deeply and became silent, we believe she does have someone she likes!)

After reading the interview, Komui hosted a game in order to find out Lenalee's boyfriend. Allen came out to be the winner and the most reasonably suspected out of other members. Komui tried to "execute" Allen, however Lenalee convinced him by saying that she didn't have a boyfriend.

As for the reason why Allen became the suspect, it was because the love interest clues Lenalee stated were leading to him. I mean, come on—a member of the Order who eats a lot and gambles? That's so Allen. He's also very responsible of his missions to the level of putting his life at stake in order to accomplish the mission. Also, did anyone notice that Allen's description in Clue #1 somehow matches with Lenalee's answer to the interview? XD

This point is actually taken from my Lenalee shrine, so if you want to know more and compare Allen's luck to other guys in regards of Lenalee's love interest, please read on. :D