The Occupation of Denmark on 9 April 1940 was a big shock to him, but on 26 April 1940 he joined the Danish National Socialist Workers' Party of Denmark (DNSAP) and took part of several demonstrations in his uniform which ended up in his military papers and prevented further career advances. Martinsen therefore resigned and joined the Waffen-SS and commanded Frikorps Danmark's 2nd company under Christian Peder Kryssing and the 4th company under Christian Frederik von Schalburg. Actually Martinsen was temporarily commander of Frikorps Danmark between Kryssing's resignation and von Schalburg's appointment.