After the economic crash of 1929, Sonia closed her business, though she continued to undertake commissions.
Different factions of abstraction were now beginning to emerge, broadly divided between geometric and lyrical approaches. Sonia and Robert were in the former camp, but in 1931 joined a diverse association of artists called Abstraction-Création, with whom they exhibited and published regularly. This consolidated the Delaunays’ role at the forefront of the debate on abstraction and in 1939 they organised the exhibition Réalités Nouvelles at the Galerie Charpentier.
In June 1940, shortly before the German army reached Paris, Sonia and her husband travelled to the South of France. Robert had been ill for some years, but his conditioned worsened and in October 1941 he died in Montpellier. Sonia went to stay with her artist friends Jean Arp and Sophie Taeuber at their house in Grasse. The painter Alberto Magnelli and his wife Susi Gerson lived nearby and the group of friends collaborated on an album of lithography.
Sonia remained in the south, visiting her friends Tristan Tzara and Wilhelm Uhde in Toulouse, before returning to Paris in 1945. During this period, Sonia’s work showed her ongoing commitment to abstraction with an emphasis on geometric forms, effected with a significantly lighter palette of tones, as shown in her painting Coloured Rhythm 1946.