He was dismissed from the seminary for participating in the Knygnešiai movement, which disseminated materials published in the Lithuanian language, a practice outlawed at the time.
He left for Switzerland to study economics at the University of Bern, receiving his doctorate in 1912, but still contributed to these activities while abroad.
He was a member of the Vilnius Conference and was elected Secretary-General of the ensuing Council of Lithuania, signing the Act of Independence in 1918.
Šaulys went into the diplomatic service immediately afterwards, serving as an envoy to Germany, Switzerland, the Vatican, and Poland.
In the wake of the German invasion of Poland in 1939, he moved to Lugano in Switzerland with his wife, the Italian opera singer Mafalda Salvatini, acting as the Lithuanian ambassador in Berne until the legation was closed in 1946.