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The helium-cooled Gas Fast Reactor (GFR) is one of the six reactor concepts selected for further development in the frame of the Generation IV International Forum (GIF). Since no gas cooled fast reactor has ever been built, a small demonstration reactor is necessary on the road towards the full-scale GFR reactor. A concept of this demonstrator is called ALLEGRO. The French Commissariat à l’énergie atomique et aux énergies alternatives (CEA) developed between 2001–2009 a pre-conceptual design of both the full-scale GFR called GFR2400 and the small demonstration unit called ALLEGRO (75 MWt). Since 2013 ALLEGRO has been under development by several partners from Czech Republic, France, Hungary, Poland and Slovakia. No severe accident study of ALLEGRO using a dedicated computer code has been published so far. This paper is the first attempt to perform computer simulations of the ALLEGRO CEA 2009 concept, using MELCOR version 2.1. A model of the ALLEGRO CEA 2009 concept has been developed with the aim to perform safety analyses; to confirm that MELCOR can be used for such a study, to investigate what scenarios lead to a severe accident and to study in detail the progression of the severe accident during the in-vessel phase. Several pressurized and depressurized protected scenarios were investigated; four of them are presented in this paper. It was observed that even long-lasting station blackout (SBO) without further failures of the passive safety systems does not lead to a severe accident as long as there is enough water in the decay heat removal (DHR) system. Loss of coolant (LOCA) transients with DHR system in the forced-convection mode can lead to peak cladding temperatures causing limited core damage in the early phase of the accidents, but without further development into core meltdown. On the other hand, LOCA combined with SBO leads to excessive core melting in orders of minutes, which represents a weak point of ALLEGRO 2009 concept. Recommendations were formulated for the further development of the ALLEGRO concept.