Winnaretta's arrival in England in July 1914 coincided with the London Ballets Russes season. Diaghilev's influence was at its apogee in a British society seeking to leave the Victorian century behind; in London, as in Paris, the arbiters of culture had eagerly embraced the Russian troupe's colorful spectacles. The ballet enteprise had been brought under the aegis of conductor-impresario Thomas Beecham and his lover, California-born society hostess Lady Maud (“Emerald”) Cunard, who used her influence to fill the theater stalls with royals and ministers, government officials and socialites. Diaghilev's French coterie crossed the Channel to participate in the glittering British season. In honor of this international assemblage, Winnaretta arranged a recital of four-hand and two-piano music in her Chelsea townhouse, featuring herself and Percy Grainger as performers.

After the recital, Grainger and the princess discussed the tense political atmosphere. The assassination of Archduke Ferdinand had ignited the already fragile political tinder; the rejection of an ultimatum sent by Germany on 25 July demanding Serbian capitulation exploded it into flame. For the next several days, an uncertain European populace lived from one newspaper report to the next, fearing the worst. On 31 July Socialist leader Jean Jaurès, who had publicly opposed Poincaré's military expansion, was assassinated in Paris. Germany declared war on Russia on 1 August; two days later France joined the fight. The French currency was devalued, curfews and blackouts were imposed, and gathering places such as theaters and cafés were shut down. By month's end, Paris's citizenry was in a full state of panic: the Germans, having swept across Belgium, had broken the French lines on 23 August, forcing the retreat of the country's armies. Paris was in danger of being invaded at any time. Traffic all but ceased, as private cars were requisitioned by the army. Those still in possession of their vehicles were fleeing in increasing numbers, hoping to find enough gasoline en route to reach their destinations, but each day flight became more difficult, as roads in and out of the city were blocked to prevent the advance of the enemy.