The 127m-long Octopus, which boasts two helicopters, two submarines, a basketball court, cinema and pool, left for Fiordland on Monday after a three-day stopover in Timaru.
A Port Otago pilot is piloting the vessel from Timaru to Fiordland, before returning to Bluff after his four-day journey.
Port Otago commercial manager Peter Brown said every year the port company received one or two pilot requests from superyachts heading to the Fiordland area.
The vessel ''was probably the largest one that has been in this part of the world'', but details concerning the voyage would not be disclosed, he said.
It was not known whether Mr Allen (60), who co-founded software giant Microsoft with Bill Gates in 1975, was on board the vessel.
Forbes magazine estimated the university dropout's wealth to be $US15 billion ($NZ17.75 billion) in September last year.
