To save money, in 1927 Natalia moved to Paris where living costs were less than in London. George joined her in France, but he was killed after a car accident in 1931. She was at his bedside when he died, though he had not regained consciousness after the crash. She was emotionally devastated. Natalia's granddaughter, Pauline Gray, was born in 1929, but the Grays' marriage also ended in divorce. Natalia Mamontova's third and last marriage was to naval officer Michael Majolier, with whom she had a second daughter, Alexandra, born in 1934.