Historian Christopher Andrew notes that "Reilly spent most of the first two and a half years of the war in the United States". Likewise, author Richard B. Spence states that Reilly lived in New York City for at least a year, 1914–15, where he engaged in arranging munitions sales to the Imperial German Army and its enemy the Imperial Russian Army. However, when the United States entered the war in April 1917, Reilly's business became less profitable since his company was now prohibited from selling ammunition to the Germans and, after the Russian revolution occurred in October 1917, the Russians were no longer buying munitions. Faced with unexpected financial hardship, Reilly sought to resume his paid intelligence work for the British government while in New York City.