An anecdote is left that in the Battle of Saka during the Japanese-Russo War: an atmosphere of the General Headquarters became frantic after experiencing a hard battle, Oyama woke up from a nap, instantly brightened up the air in the room and recovered everyone's composure by jokingly saying that 'Mr. Gentaro KOJIMA, is there a battle anywhere today?'
日露戦争の沙河会戦で、苦戦を経験し総司令部の雰囲気が殺気立ったとき、昼寝から起きて来た大山の「児玉源太郎さん、今日もどこかで戦（ゆっさ）がごわすか」の惚けた一言で、部屋の空気がたちまち明るくなり、皆が冷静さを取り戻したという逸話がある。