After the 1940 Battle of France, La Rocque accepted "without restrictions" the terms of the June 1940 Armistice and reorganized the PSF which became the Progrès Social Français (French Social Progress).
He was arrested in Clermont-Ferrand on March 9, 1943, by the SIPO-SD German police along with 152 high ranking PSF members in Paris allegedly because he had been trying to convince Pétain to go to North Africa.