Sensory loss and allodynia are hallmark signs of postherpetic neuralgia (PHN). We set out to investigate how frequently these signs are present in patients with acute herpes zoster (HZ) and what their prognostic value might be. We assessed pain, mechanical allodynia, and sensitivity to pinprick in 113 immunocompetent patients with HZ of a median duration of 5 days. Follow-up visits took place at 2 weeks, 6 weeks, 3 months, and 6 months. When first seen, 87 (77%) patients reported ongoing pain and 48/107 (45%) had allodynia. Twenty-eight (25%) patients had pain at 3 months (and were considered to have developed PHN), while 14 (12%) patients had pain at 6 months. Allodynia tended to subside quickly in most patients. Reduced sensitivity to pinprick was less common. Mechanical allodynia and pinprick hypesthesia were strongly associated with the development of PHN. They merit addition to the list of potential risk factors for PHN although they cannot be used as a predictive rule for an individual patient. By contrast, lack of allodynia in the early stages of HZ predicts good recovery by three months.