Henri Soule refused to return to France in the autumn of 1940, preferring to remain in New York. Although jobs could be found in French bistros on Manhattan's west side, most of the French Restaurant staff had temporary work visas and could only work "off the books." In the spring of 1941, Soule and his staff traveled to Niagara Falls, walked across the bridge into Canada, and then back into the United States to claim asylum as war refugees. It was now legal for Soule and his staff to remain in the United States. Soule became a citizen of the United States in 1946.

Soule planned to open a restaurant in Manhattan that would continue to present the same quality of French haute cuisine that was available at the restaurant at the French Pavilion. An empty restaurant space was found on East 55th Street, near Fifth Avenue, across the street from the St. Regis Hotel. Soule obtained financing from Drouant and others, signed a lease, and named his new restaurant Le Pavillon. Le Pavillon was to be a purely French restaurant, serving haute cuisine just as it was served in the best restaurants in France. There were no shortcuts and no concessions to American expectations.

Le Pavillon opened on October 15, 1941 with a gala party for the most influential people in New York. The names on the invitation list included Cabot, Kennedy, Vanderbilt, and Rockefeller. The menu that night consisted of caviar, sole bonne femme, poulet braise au champagne, cheese, and strawberries and cream for desert. The publicity generated by this event fed the public's interest and soon Le Pavillon was serving capacity crowds almost every night. The food was classic, the service was impeccable, and the patrons were appreciative.

Le Pavillon became the premier French restaurant in New York almost immediately. The wealthy, the merely rich, and the famous were welcomed by Henri Soule himself, acting as maitre d'hotel and host. Those who did not fit into the jet-set crowd, including average citizens and those whom Soule disliked, were either dissuaded from dining at Le Pavillon or were relegated to the back room where they were isolated. For some reason, Soule disliked his landlord, Harry Cohn, and always gave Cohn the worst tables. Cohn insisted that his position as Le Pavillon's landlord entitled him to the best tables, and the ensuing argument went on for years. Both men were stubborn, and when Cohn tripled the rent in 1957, Soule moved Le Pavillon several blocks away to 57th and Park Avenue. After Cohn died, Soule reclaimed his former space, opening a second restaurant called La Cote Basque. Both restaurants continued to serve flawless cuisine.

Sadly, Henri Soule died in 1966. Le Pavillon survived until 1971, when it closed for good. La Cote Basque still exists, keeping alive the spirit of the old Le Pavillon and the 1939-1940 World's Fair.