Cantacuzino was not an uncritical affiliate of Antonescu's policies, as she showed during her October 1941 visit Odessa, capital of newly occupied Transnistria. It took place just days after the Antonescu-ordered massacre of Odessan Jews, of which she was informed by the City Mayor, Gherman Pântea. Pântea believed the massacre to have been incidental, not deliberate. Using Cantacuzino as his messenger, asked Antonescu to punish the guilty parties and allow Jewish deportees back in Odessa. Pântea reports that Cantacuzino shared his belief that the massacre was going to weigh heavily on "the entire country", and that "an objective inquiry" was needed; he writes that Antonescu threatened to shoot him for disobedience, but that he changed his mind, and even that he lived to regret his order for massacre. Cantacuzino continued to intervene with Antonescu on other matters, such as when she obtained the naturalization of Pavel Chasovnikov, an Odessan surgeon.