After living a few years as a fugitive, Choe Si-hyeong was captured by pursuing government troops in 1898 and executed. However, he had foreseen that his time was marked, and on December 24, 1897 he ordained Son as the 3rd Great Leader of Donghak. In 1898, following the execution of Choe Si-hyeong, Son sought political asylum in Japan.
After the Russo-Japanese War in 1904, Son returned to Korea and established the Jinbohoe "progressive society," a new cultural and reformist movement designed to reverse the declining fortunes of the nation and to create a new society. Through Donghak, he conducted a nationwide movement that aimed at social improvement through the renovation of old customs and ways of life. Hundreds of thousands members of Donghak cut their long hair short and initiated the wearing of simple, modest clothing. Non-violent demonstrations for social improvement organized by members of Donghak took place throughout 1904. This coordinated series of activities was known as the Gapjin reform movement.
Members of Donghak were severely persecuted by the Japanese government, and so, on December 1, 1905, Son decided to modernize the religion and usher in an era of openness and transparency to legitimize it in the eyes of the Japanese. As a result, he officially changed the name of Donghak to Cheondogyo("Heavenly Way". The following year, Cheondogyo was established as a modern religious organization with its central headquarters based in Seoul.