In January 1933 the Nazis seized power across Germany. In mid-March Klee’s apartment in Dessau was searched. On 21 April Klee was suspended without notice from his position as professor at the Düsseldorf Academy; on 1 January 1934 he received his official dismissal under the provisions of the “Act for the Restoration of the Permanent Civil Service”. On 24 October he concluded a general agency agreement with Daniel-Henry Kahnweiler, the owner of Galerie Simon in Paris. On 24 December he left for Switzerland, two days after his wife, and initially lived at his parents’ house in Bern.

In January 1934 Paul and Lily Klee moved into a small apartment at Kollerweg 6. On 1 June they moved into a three-room apartment at Kistlerweg 6. In November a Potsdam publishing company publishes the monograph entitled Paul Klee. Handzeichnungen 1921–1930 by Will Grohmann. It was seized by the Nazis in April of the following year.

In August 1935 Klee fell ill with bronchitis, which deteriorated into pneumonia. In November he again fell ill, this time the diagnosis was measles. Klee was bed-ridden for most of the time.

In 1936 illness forced Klee to stop working for around six months, until March; and even then he found it difficult to start working again. His annual output fell to its lowest ever level, with only 25 works.

In 1937 Klee’s health began to stabilise somewhat, and he was able to devote more time to his work. The exhibition Entartete Kunst (Degenerate Art) opened in Munich on 19 July. It would be shown in a smaller version in twelve other German and “Austrian” cities as a touring exhibition until 1941. 17 works by Klee were on show in Munich. The Nazis subsequently seized 102 works by Klee from public collections and sold most of them abroad. On 27 November Pablo Picasso visited Klee. In 1937 Klee became as prolific as in the years prior to his illness, with 264 works.

From 1938 the gallery owner J. B. Neumann and the two émigré art dealers Karl Nierendorf and Curt Valentin regularly organised Klee exhibitions in New York and other cities in the US.

In April 1939 Georges Braque twice visited Klee in Bern. On 24 April Klee applied for Swiss citizenship. With 1,253 recorded works, most of them drawings, 1939 was the most productive year of his entire creative period.

Klee’s father Hans died on 12 January 1940. In May Klee left for the Ticino (southern Switzerland) for a stay at a spa resort. In June his health began to deteriorate rapidly. He died at the Clinica Sant' Agnese in Locarno-Muralto on 29 June, of sclerodermia, a few days before he would have been granted his Swiss citizenship.