On 13 February 1920 Bandholtz was interviewed by the correspondent of "The New York Times" in Paris, during which he stated he stopped by himself the Romanian military from entering the Hungarian National Museum, and thus preventing a "gold treasure" from being stolen. However, in his own memories "An Undiplomatic Diary by the American Member of the Inter-Allied Military Mission to Hungary, 1919–1920" he did not mention any gold treasure, only museum artefacts. At the protest of the Romanian authorities, Bandholtz retracted his statements from the interview, and the US Department of State sent a verbal note to the Romanian Legation in Washington, according to which the correspondent of "The New York Times" attributed statements to Bandholtz "gratuitously and without his approval".