He subsequently relocated to Stockholm in Sweden in 1900, where he began to publish a newspaper Fria Ord ("Free Speech") which supported independence for Finland.

In February 1904, he met with Japanese military attaché and spymaster, Colonel Akashi Motojirō, who provided large sums of money to assist him in developing subversive activities in an attempt to create domestic political instability during the Russo-Japanese War.

Zilliacus met with Polish independence activist Roman Dmowski and Russian revolutionary leader Georgii Plekhanov as well as other dissidents.

With Japanese financing, the conference purchased the steamer SS John Grafton and a large quantity of arms, which they unsuccessfully attempted to smuggle into Russia on 8 September 1905.

His son, Konni Zilliacus was a Labour Party Member of Parliament of the United Kingdom for Gateshead and expert on British foreign policy.