After crossing the Ionian Sea and Italy, Helen and her family settled in Switzerland, mainly among the cities of St. Moritz, Zürich and Lucerne. In exile, Helen's parents were soon followed by almost all members of the royal family, who left their country with the return of Venizelos as Prime Minister and the entry of Greece to the war alongside the Triple Entente. However, the financial position of the royal family was precarious and Constantine I, haunted by a deep sense of failure, soon fell ill. In 1918, he contracted Spanish flu and again was close to death.