Sonia designed costumes for two films: Le Vertige directed by Marcel L'Herbier and Le p'tit Parigot, directed by René Le Somptier,[29] and designed some furniture for the set of the 1929 film Parce que je t'aime (Because I love you).[30] During this period, she also designed haute couture textiles for Robert Perrier, while participating actively in his artistic salon, R-26.[31] The Great Depression caused a decline in business. After closing her business, Sonia Delaunay returned to painting, but she still designed for Jacques Heim, Metz & Co, Perrier and private clients.[32] She said "the depression liberated her from business".[33] 1935 the Delaunays moved to rue Saint-Simon 16.[34]
By the end of 1934 Sonia was working on designs for the 1937 Exposition Internationale des Arts et Techniques dans la Vie Moderne, for which she and Robert worked together on decorating two pavilions: the Pavillon des Chemins de Fer and the Palais de l'Air. Sonia however did not want to be part of the contract for the commission, but chose to help Robert if she wanted. She said "I am free and mean to remain so."[35] The murals and painted panels for the exhibition were executed by fifty artists including Albert Gleizes, Léopold Survage, Jacques Villon, Roger Bissière and Jean Crotti.[36]
Robert Delaunay died of cancer in October 1941.