A severe clinical depression caused Losch to spend time in a sanatorium in Switzerland and abandon dance. It was during this time that she married Henry Herbert, 6th Earl of Carnarvon. Losch began painting, first in watercolors and then later in oils. Her earliest works were self-portraits, but she later created portraits of friends such as Anita Loos, Lotte Lenya, and Kurt Weill, and she received encouragement from Cecil Beaton. Carnarvon, aware of Losch's delicate health, sent her to the United States, where he perceived she would be safe from the growing danger of the war in Europe. She mounted her first exhibition in New York City in 1944, and was well received by critics; the prominent collector and museum founder Albert C. Barnes bought one of Losch's works from her Dutch debut show.