In 1940, Thyssen took refuge and moved to France, intending to emigrate to Argentina, but was caught up in the German invasion of France and the Low Countries while he was visiting his ill mother in Belgium. He was arrested by Vichy France and sent back to Germany, where he was confined, first in a sanatorium near Berlin, then from 1943 in Sachsenhausen concentration camp. His wife Amelie did not escape to Argentina and spent the whole war in the concentration camp with her husband.