This paper investigates the sparse optimal allocation of sensors for detecting sparse leaking emission sources. Because of the non-negativity of emission rates, uncertainty associated with parameters in the forward model, and sparsity of leaking emission sources, the classical linear Gaussian Bayesian inversion setup is limited and no closed-form solutions are available. By incorporating the non-negativity constraints on emission rates, relaxing the Gaussian distributional assumption, and considering the parameter uncertainties associated with the forward model, this paper provides comprehensive investigations, technical details, in-depth discussions and implementation of the optimal sensor allocation problem leveraging a bilevel optimization framework. The upper-level problem determines the optimal sensor locations by minimizing the Integrated Mean Squared Error (IMSE) of the estimated emission rates over uncertain wind conditions, while the lower-level problem solves an inverse problem that estimates the emission rates. Two algorithms, including the repeated Sample Average Approximation (rSAA) and the Stochastic Gradient Descent based bilevel approximation (SBA), are thoroughly investigated. It is shown that the proposed approach can further reduce the IMSE of the estimated emission rates starting from various initial sensor deployment generated by existing approaches. Convergence analysis is performed to obtain the performance guarantee, and numerical investigations show that the proposed approach can allocate sensors according to the parameters and output of the forward model. Computationally efficient code with GPU acceleration is available on GitHub so that the approach readily applicable.