When the Nationalist forces amassed at Madrid in 1939 before the fall of the city, Sanchez buried her rifles and burned papers which linked her to the Republican cause. She left her baby daughter with relatives and left for Valencia, Spain, where the Republican government had withdrawn, in order to join her left-wing Republican father. Later they fled to Alicante hoping for ships to take them to safety. However, the ships never arrived and both were captured. Sanchez's father was executed.