The following year, Le Bègue traveled to the United States to compete in the 1940 Indianapolis 500 alongside fellow Frenchman René Dreyfus.

Driving a pair of Maseratis for the American/French owner Lucy O'Reilly Schell, Le Bègue qualified 31st, but Dreyfus was bumped and ended up as the second alternate.

[3][4] Le Bègue continued racing until the German occupation of France during World War II when he joined the Free French Forces.

However, early that year before the season started the thirty-two-year-old Le Bègue was accidentally asphyxiated by gas leaking from a defective water heater in his bathroom.

The 9 June 1946 Grand Prix race at Saint-Cloud, won by Raymond Sommer, was named the René Le Bègue Cup in his memory.