Over the years of Japanese colonial rule since the annexation in 1910, Son, like all Koreans, longed for freedom and independence. As a result of these years of oppression, Son helped to set up a systematic underground anti-Japanese movement throughout 1918 which saw unprecedented cooperation between Cheondogyo, Christians, and Buddhists as they united under a common cause. Son's Cheondogyo gave financial support to the whole movement, and he insisted that the independence movement must be popular in nature and non-violent.
A Declaration of Independence was prepared and 33 national leaders were selected, 15 of which were members of Cheondogyo. Son Byong-Hi was the most prominent of these. The climax came on March 1, 1919 when, during a period of public mourning for the recently deceased Emperor Gojong, the Declaration of Independence was publicly proclaimed at Pagoda Park in Seoul, this event was known as the March 1st Movement, or Samil Movement. This spark ignited the public, who took to the streets and demonstrated, calling for Korean independence. This initiated a nationwide movement in which many people took part, regardless of locality and social status, but the Japanese immediately mobilized their police and army and brutally put down the demonstrations, despite their peaceful nature. More than 7,500 Koreans were killed, nearly 17,000 wounded, and around 47,000 arrested, including Son Byong-Hi. While in prison, Son became ill and was eventually released from custody on sick bail. His illness worsened, however, and, in 1922, he died at home in Sangchunwon, just outside the Dongdaemun gate.