Due to pressure from writers and intellectuals such as André Malraux, the family was allowed to leave the Soviet Union in 1936. They lived for a few months in Belgium before moving to France. At this time, Vlady became militantly in favor of the Republicans during the Spanish Civil War, he did not go and join the war because of his age. His time in Belgium and France gave him his first experience with modern art, which inspired him to become a painter. In Paris, Vlady began to study in the workshops of various painters there such as Victor Brauner, Wifredo Lam, Joseph Lacasse, André Masson and Aristide Maillol. He continued to do so until 1941, when the imminent German invasion of France forced the family to move again as refugees.