In 1909, upon his return to the Caucasus, Nzhdeh was arrested by the Russian authorities and spent three years in prison. In 1912, together with General Andranik Ozanian, he joined a battalion of ethnic Armenians within the Macedonian-Adrianopolitan Volunteer Corps of the Bulgarian army to fight against the Ottoman Empire in the Balkan wars, partaking in the campaigns to seize Thrace and Macedonia. During the Second Balkan War he was wounded. For the brave and extraordinary performance of the Armenian fighters, Bulgarian military authorities awarded Nzhdeh with the Cross of Bravery.