When he returned to Spain he became director of the Civil Guard. An opponent of Alfonso XIII he supported the establishment of the Second Republic in 1931. However, he was not rewarded by President Manuel Azaña who demoted him to the post of chief of the Customs Guards.
In 1932 Sanjuro led an attempted military coup against the government. He was arrested, tried, and sentenced to death. This was later commuted to life in prison and in 1934 he was released and sent into exile.
In February 1936 the Popular Front government came to power. The New government immediately upset the conservatives by releasing all left-wing political prisoners. The government also introduced agrarian reforms that penalized the landed aristocracy. Other measures included transferring right-wing military leaders such as Francisco Franco to posts outside Spain, outlawing the Falange Española and granting Catalonia political and administrative autonomy.
As a result of these measures the wealthy took vast sums of capital out of the country. This created an economic crisis and the value of the peseta declined which damaged trade and tourism. With prices rising workers demanded higher wages. This led to a series of strikes in Spain.
On the 10th May 1936 the conservative Niceto Alcala Zamora was ousted as president and replaced by the left-wing Manuel Azaña. Soon afterwards Spanish Army officers, including Sanjurgo, Emilio Mola, Francisco Franco and Gonzalo Queipo de Llano, began plotting to overthrow the Popular Front government. This resulted in the outbreak of the Spanish Civil War on 17th July, 1936.
On 20th July 1936 Sanjuro was killed when his plane crashed. When General Emilio Mola was also killed in an aircraft accident, rumours began to circulate that General Francisco Franco was responsible for the deaths of his two fellow leaders. However, no evidence has ever been found to substantiate this accusation.