In November 1920, Alexander Vertinsky, on the steamer "Grand Duke Alexander Mikhailovich," left for Constantinople with the remnants of Baron Wrangel's army, where he resumed his concerts, mainly at the clubs "Stella" and "Black Rose." After acquiring a Greek passport, which gave him freedom of movement, Vertinsky went to Romania. There, he performed in inexpensive nightclubs and often toured Bessarabia for a Russian-speaking audience. Later, he admitted that emigration made him a hardworking artist who earns a living.

In 1925, Vertinsky moved to France, where he continued to actively give concerts and created perhaps his best songs.

In 1933, he left France and went on tour to Lebanon and Palestine.

In the fall of 1934, Alexander Vertinsky sailed to America on the steamer "Lafayette." Many well-known representatives of the Russian emigration attended his first concert in New York, including his acquaintance from Paris, Marlene Dietrich. He then lived in Harbin and Shanghai; in 1943, after three attempts, he was allowed to return to his homeland. In 1956, he wrote to his wife: "I have mentally gone through all my acquaintances and 'friends' and realized that I have no real friends here! Everyone only cares about themselves and pays no attention to others. Their entire psychology is selfish, and they do not care what happens to you! Look at the story with Stalin. Everything is false, vile, and wrong. At the congress, Khrushchev said: 'Let us honor with a standing ovation the memory of 17 million people tortured in camps.' Who and when will answer for the 'mistakes' of these people? And how long will this continue?" Alexander Vertinsky is buried at Novodevichy Cemetery.