Lalaji re-entered Congress in 1912.

He left for England in April 1914 with the Congress delegation as a representative of Punjab. He had planned to be there for six months. But because of the outbreak of the First World War, he had to change his plans. It did not seem wise to return then. It was likely the British would keep him in detention for a long period. Lalaji went from England to America. His visit to America was a voluntary exile. In America he made a number of speeches about India and conditions of life in this country. He wrote a number of books. As part of the effort to develop the Indian agitation he established the Indian Home Rule League in New York. How could there be dearth of work for the Indian hero in America? He set up the 'India Information Bureau'. He started a journal 'Young India'
and gave a fillip to the movement. He himself edited the paper. The paper expounded the Indian culture and xplained in detail the necessity for Indian freedom. It attracted the attention of everybody. The circulation increased. Through this paper it became possible for not only Indians but also Americans and people of other countries to understand the aims and objects of Lalaji and to sympathize with India's aims. The movement gained support.

While in America he wrote two books: 'Arya Samaj’ and 'England's, Debt to India.' His life in America was not bed of roses. He himself cooked his food. He earned money for his living by writing books and articles. Germany was then at war with England. The German Government attempted to take advantage of the dissatisfaction of the Indians by enticing Lalaji. But he refused to be tempted.

While in America, Lalaji found time to visit Japan. In both the countries he made friendship and won the sympathy of influential people. He conducted himself in such a way that both countries came to trust him. Thus he made a name for himself. At the end of the great War in 1919 he wanted to return to India. The British Government would not give him a passport. In India in Jalianwalla Bagh of Amritsar, British soldiers fired on helpless Indians at a public meeting. Lajpat Rai got news of the dreadful massacre even when he was in New York. He was eager to join his countrymen. He got the passport at the end of the year. In December 1919 Lalaji came from New York to London. There he met the famous author Bernard Shaw and some socialist friends. Then he came to Paris.