March 2, 1918: At the audience granted to us by Alfonso XIII during our first trip to Spain in 1916, the sovereign told us: “Above all, you must be well received here by the Spanish people, whom you will visit a little from the north to the south and from the east to the west. Now, I would like you to hold an exhibition of good contemporary French painting in Madrid.”

So, here I am, returning to Paris a few weeks later and responsible for finding the money to build a palace as well as collecting the best paintings for the exhibition of contemporary French art. I did not hesitate to speak to the minister of foreign affairs, who was then Stephen Pichon. Immediately, Pichon asked his colleague from the Beaux-Arts to lend us the best paintings from the Luxembourg Museum, and he had the sum of forty thousand francs allocated to us. I approached the most famous collectors in Paris. This exhibition had to be worthy of France; our success down there was going to depend on it. I remember that I collected nearly two hundred paintings that I grouped in the Musée de Caen while waiting for Chenue's cars, which were supposed to take charge of the transport. You must get some idea of my anxiety at the idea that a bomb could fall on these canvases. There were Sarah Bernhardt [1879] and Edward VII [1879–80] by Bastien-Lepage, and Oxen Ploughing in Nevers [1849] by Rosa Bonheur.

You can imagine my anxiety during the nights of bombing! Fortunately, we did not suffer any damage, and we got through the bombings. We were able to hang these paintings in Madrid, where we had the good fortune to inaugurate the exhibition of our great painters from the Romantic period. It was very successful, and several canvases exhibited by their painters were bought by art lovers in Madrid.