After the outbreak of World War II, Thierry-Mieg fought in the Battle of France. He was captured by the Wehrmacht but managed to escape to the Soviet Union in January 1941. At the time, Joseph Stalin was still an ally of Hitler. François Thierry-Mieg was imprisoned for a few months in the NKVD prisons (Kaunas, Lubyanka). After Nazi Germany invaded the Soviet Union on June 1941, he joined General de Gaulle and the Free French Forces in London. He was promoted to the rank of captain and took the code name of “Vaudreuil”. He was then appointed as head of the French Military Mission to Gibraltar, shortly before the Allied invasion of French North Africa ("Operation Torch”).