On March 4, 1944, late in the Second World War, the pope appointed Mindszenty as bishop of Veszprém. Later that month German troops occupied the country. In June, the Sztójay government ordered the rounding up of Jews into ghettos. The episcopate expressed his clear objection: "If somebody, a single man or some group, or even the representatives of the state, undermine the natural rights of any person, namely, the right to life, the right to practice religion freely, the right to work, the right to pursue a decent living, the right to private property, etc. or rights obtained in a legal way, then the Hungarian bishops will raise their voices and will point out that these rights were neither given by a single man, nor a group of men, nor the representatives of the state, but by God himself. [T]hese cannot be taken away by any power on Earth, only God, or whom God has given right as a lawmaker, judge or governing person, because there is no power, only from God. But this power from God can be exercised only in a righteous way, along the ethical laws of God, because God has not given power to anybody for injustice and breaking of his own law."
In October 1944, Admiral Miklós Horthy failed in his attempt to tear Hungary from the Axis powers, and Ferenc Szálasi and his National Socialist Arrow Cross movement gained power. Soviet troops moved into some eastern regions of the country. At the end of October, Mindszenty and his fellow bishops from Transdanubia in western Hungary wrote a letter to the government asking for an end to the bloodshed and ruin of the country: "An individual can sacrifice himself for the nation, and tens of thousands have died heroically for our homeland. But the nation cannot be sacrificed as a suicide. Responsibility and conscience do not allow this..." Their voices were not heard: Hitler's order to fight to the last man was ultimately carried out.
When the Jews were deported from Veszprém despite the episcopate’s protests, an Arrow Cross lawyer ordered a Holy Mass to celebrate "getting rid of the Jews," then he made posters inviting the faithful to take part. Mindszenty forbade the Mass. In part because of this (as well as his opposition to the Arrow Cross government's plan to quarter soldiers in his official palace), he was arrested by this same lawyer in November 1944 and detained in Sopronkőhida until the collapse of the Arrow Cross regime in April 1945.
Mindszenty spoke in Pécs on October 20, 1946 on religion as a private matter. It is important to quote this because of the fresh perspective of the recently ended war.
How I comb my hair or whether we eat meat or are vegetarians – these can be private matters.. These things do not affect anyone else or society. It is not a private matter if I have more than 200 plants of tobacco, or if I distill grapes and plums at home, with or without the agreement of customs officers. I think that it is every bit as important to society if there is God and if there is an everlasting soul. Do these two have a connection? Do we have brothers, or are we just a horde of wolves? … Who wants to introduce this principle - with pushing religion away - into public life, those want to push their wretched private life into public life. There is a reason and an instigator for why it is not allowed to say outside the church that Thou shalt not kill, Thou shalt not commit adultery, Thou shalt not steal, Thou shalt not bear false witness, Thou shalt not defame!...