Cohen spent time in Hong Kong, including at the Hong Kong Jewish Club where he played poker and performed magic tricks. When the Japanese invaded China in 1937, Cohen eagerly joined the fight. He rounded up weapons for the Chinese and even did work for the British intelligence agency, Special Operations Executive (SOE). Cohen was able to prove that the Japanese were using poison gas to exterminate the Chinese masses. Cohen was in Hong Kong when the Japanese attacked in December 1941. He placed Soong Ching-ling and her sister Ai-ling onto one of the last planes out of the British colony.