As the summer of 1939 progressed, very little altered in Klein's personal circumstances, but Lisa and Ilona perceived the dangers inherent in the occupation and they were eager for him to continue his studies abroad. As early as July 1939, he had secured a letter of recommendation from the art historian Zdeněk Wirth, who was at that time the Undersecretary of the Ministry of Education. Klein was friendly with Wirth's daughter, Boženka Wirthová, ‘that impossibly clever woman’, as Klein described her. She provided an introduction to her father, who wrote that Klein ‘deserves to be given the opportunity for a further development of his prodigious talents in a foreign country’. He was eventually offered a place to study at the Royal Academy of Music in London, commencing in September 1940, but as Lisa explained: ‘We tried to get Gideon out of the country because he couldn't study here anymore. He couldn't get permission to leave, and we didn't have money’. Even had he been able to leave Czechoslovakia, there would have been no guarantee of her brother gaining entry to Britain, which severely limited at worst, and dissuaded at best, the number of émigrés trying to reach its shores.

Klein then went on holiday and wrote a letter to Lisa, dated 2 August 1939, from the picturesque and popular lakeside village of Jevany, about 25 miles south east of Prague. He says:

The physical pursuits, and the reference to smoking – a habit he never relinquished, even in Terezín – might suggest he was there, too, for health reasons. Though he told Lisa he was smoking only four a day, when his sister Edith visited him, she reported back to Lisa that he promised to smoke only five a day. As Edith then wrote to Lisa, ‘It's the intention that matters’.