After the outbreak of World War I, massacres and mass killings of Armenians were conducted by the Young Turks. Jeppe tried to organize rescue efforts and help the Armenian refugees driven through Urfa, on their way to the death camps in the Syrian desert of Deir ez-Zor, providing food and water and hiding many of them under the floor of her house. She never left Urfa during the war and helped many Armenians to escape by disguising them as Kurds and Arabs. After World War I she was forced, due to ill-health, to return to Denmark in 1918, where she campaigned on behalf of Armenians.