In 1933, Ambrose was asked to accept a cut in pay at the May Fair; refusing, he went back to the Embassy Club, and after three years there (and a national tour), he rejected American offers and returned to the May Fair in 1936. He then went into partnership with Jack Harris, an American bandleader, and in 1937 they bought a club together, Ciro's Club. For a period of three months, they employed Art Tatum. Ambrose and Harris alternated performances at Ciro's until a disagreement led to the rupture of their partnership. Ambrose then worked at the Café de Paris until the outbreak of the Second World War, when he again went on tour.