Avril was first introduced to Benito Mussolini as she vacationed in Italy in 1936. Shown the opulence of Mussolini's palaces, her life in Communist Russia seemed drab by comparison. She began a series of affairs with Mussolini, that would see them secretly meeting at fine hotels and various stately homes across Europe, all owned by fascist sympathizers. After three years of almost constant absence from Russia, Stalin finally divorced her, and she was free to marry Mussolini in a small ceremony, said to have been performed by the pope himself. Without the excitement of an illicit affair, Avril soon tied of Mussolini, and she finally left him in 1942, at the height of the Second World War. Exiled from Italy, and finding no sanctuary in German controlled Europe, Russia, or with the Western Powers, Avril used what money she had to move from hotel to hotel, trying to avoid capture.