After the fall of the Hungarian Soviet Republic, his family found it safer to leave the country, thus he continued his studies in Leipzig.

In Egy polgár vallomásai (English: "Confessions of a citizen"), Márai identifies the mother tongue language with the concept of the nation itself.

He wrote very enthusiastically about the First and Second Vienna Awards, in which as the result of the German-Italian arbitration Czechoslovakia and Romania had to give back part of the territories that Hungary lost in the Treaty of Trianon, including his native Kassa (Košice).

His 1942 book Embers (Hungarian title: A gyertyák csonkig égnek, meaning "The Candles Burn Down to the Stump") expresses a nostalgia for the bygone multi-ethnic, multicultural society of the Austro-Hungarian Empire, reminiscent of the works of Joseph Roth.

After living for some time in Italy, Márai settled in the city of San Diego, in the United States.

Largely forgotten outside of Hungary, his work (consisting of poems, novels, and diaries) has only been recently "rediscovered" and republished in French (starting in 1992), Polish, Catalan, Italian, English, German, Spanish, Portuguese, Bulgarian, Czech, Slovak, Danish, Icelandic, Korean, Lithuanian, Dutch, Urdu and other languages too, and is now considered to be part of the 20th-century European literary canon.