Rau was arrested by the French authorities in September 1939 and sent to Camp Vernet, an internment centre in France, and in November 1941 to a secret prison in Castres. In June 1942, he was handed over to the Gestapo by the Vichy regime and was held until March 1943 in the Gestapo prison in the Prince Albrecht Street. Afterwards he was sent to the Mauthausen Concentration Camp, where he remained until May 1945, when he participated in a camp rebellion as one of the organisers of a secret military camp organisation.