In June of 1918, Boss Murphy asked FDR to run for governor of New York with his support, but FDR declined. He decided it would reflect badly on him if he left his post as Assistant Secretary of the Navy to pursue his own ambitions when the nation was in a time of crisis. Roosevelt instead went to the front in Europe to conduct inspections of the Navy. He was shocked at the horrors of war, but so inspired to fight for his country that he sent a letter to Wilson asking his permission to resign and serve as a soldier. It was too late, however, as the war ended and FDR sailed back from Europe very ill with pneumonia. Eleanor gathered his possessions from the ship and found among them a letter from Lucy Mercer, with whom FDR had been having an affair since their time in Washington. Eleanor's greatest insecurities about herself, that she was unattractive and unloved, were shockingly realized. She offered FDR a quiet divorce. He did not agree to the divorce, partly because he wanted to preserve his reputation for his political career, partly because his mother threatened to disinherit him if he besmirched the family name with a divorce, and partly because Lucy was Catholic and would not marry a divorcee anyway. FDR instead agreed never to see Lucy again, and although he broke his promise years later, he salvaged the marriage temporarily. The discovery would prove to be a blessing in disguise for Eleanor, who now could view the marriage purely as a business arrangement. Freed from the marital constraints that she had felt so strongly before, it was not long before the bright and opinionated woman came into her own politically. She would later become one of the most active and influential First Ladies in history, and become a role model for millions of women.
It was at the end of the war that Roosevelt learned from Wilson his greatest political lesson. He watched as Wilson, now a frail old man, tried and failed to gain the country's approval for the formation of the League of Nations. FDR understood that foreign policy could not be successful if based only on partisan support. This understanding would prove crucial in Roosevelt's handling of the end of World War II.
On July 1920, Roosevelt was nominated to run for Vice President on James Cox's ticket. Although Cox was fearful of objections from Tammany Hall, Boss Murphy held off all opposition. FDR officially accepted the nomination on August 9, 1920, emphasizing in his acceptance speech what would become the themes of the campaign. He spoke about the need for reorganization of the federal government to increase its efficiency and the need for American participation in the League of Nations. He embarked on a vigorous nationwide campaign, speaking in thirty-eight states in three months. Though crowds everywhere supported FDR, they would not support Cox and certainly would not support the League of Nations. After such bloody involvement with the rest of the world, all many Americans wanted was to close their eyes to the world beyond the oceans. The country cloaked itself in isolationism, a mood that would last till the attack on Pearl Harbor almost two decades later. Because this was the first election in which women voted, Eleanor accompanied her husband everywhere on the campaign trail.
Despite all of their best efforts, Cox and Roosevelt lost the election 404 to 127 in the electoral college–the worst defeat in over a century. Such a loss reflected the complete rejection of the Democratic Party and what the Wilson administration had represented, especially the League of Nations. Warren G. Harding won because he associated himself with peace, prosperity, isolationism and a return to normalcy. FDR, surprisingly, was nonchalant about his defeat. He had the political knowhow to understand that the campaign only increased his name recognition in the public eye and increased his political experience tenfold. Furthermore, as FDR was candidate for only Vice President, the loss did not reflect badly on him, only on Cox.