The 72-year-old was at his home near Malaga in Spain and his family were with him, a spokeswoman said.
Mr Carr was diagnosed with inoperable lung cancer in the summer. Friends said it seemed probable that the years he spent curing smokers in smoke-filled sessions at his clinics must have contributed to the illness.
Mr Carr had said: “Given that I am informed that I have cured at least 10 million smokers on a conservative estimation, even if that is the case, it’s a price worth paying.”
He also said: “Since I smoked my final cigarette, 23 years ago, I have been the happiest man in the world. I still feel the same way today.”
The anti-smoking guru used to go through 100 cigarettes a day before managing to quit the habit.
He then built up a global empire on teaching people how to give up. His books became bestsellers and he ran clinics around the world.
Celebrities such as Charlotte Church, Richard Branson, Ruby Wax and Anthony Hopkins are among those who resorted to his techniques to give up.
A spokesman said when the diagnosis was made: “It is not possible to tell if Allen’s cancer is linked to his previous 100 cigarette-a-day addiction.”
Londoner Mr Carr started his career as a qualified accountant in 1958.
He was successful in his chosen profession, but his cigarette addiction was driving him to despair.
He developed his Easyway method of giving up smoking in 1983 and set up a clinic in south west London.
He went on to build an empire of 70 clinics in 30 countries which treated 45,000 people last year.