After the defeat of the Greeks in the Greco-Turkish War of 1919–22 the Greek royal family were again exiled and Olga spent the last years of her life in the United Kingdom, France and Italy.
Setelah kekalahan bangsa Yunani di dalam Perang Yunani-Turki (1919-1922) keluarga kerajaan Yunani kembali diasingkan dan Olga menghabiskan tahun-tahun terakhir hidupnya di Inggris, Prancis dan Italia.