More than any other work from the 1930s, Max Beckmann’s “Self-Portrait With Horn” encapsulates the position of the persecuted and exiled artist in fascist-dominated Europe.

Executed in 1938, after Beckmann had fled Germany for Amsterdam, the painting shows Beckmann, wearing a bohemian robe and a grim expression, holding a horn. His pose suggests that he has just blown the horn — a call for help, a rallying cry for humanists around the world — and that he is waiting, perhaps in vain, for the echo.

The story of the painting, which is now in the collection of the Neue Galerie and will be the focus of a small exhibition there opening Thursday, is almost as dramatic as the work itself.

When he painted it, Beckmann wanted desperately to escape Europe for America. In fact, the painting got out first: Brought to America in 1939 by one of Beckmann’s major patrons, “Self-Portrait With Horn” was widely exhibited during the war, spreading Beckmann’s reputation in the American art world. In 1947, Beckmann received an invitation to teach at the Washington University School of Art in St. Louis. The horn had finally produced its echo.

In May 2001, a few months before the Neue Galerie opened, its founder, Ronald Lauder, purchased “Self-Portrait With Horn” at Sotheby’s for $22.5 million, a record for the artist. (Sotheby’s described the buyer as the museum and an anonymous private collector. In a recent interview, the dealer Richard Feigen, who was bidding on the museum’s behalf, was less coy, saying that he bought the painting “for Ronald Lauder.”) The sellers were the heirs of Beckmann’s patron, Stephan Lackner.

Mr. Feigen, who said he considers Beckmann “the greatest artist of the 20th century, not excluding Picasso,” described “Self-Portrait With Horn” as, at the time of the sale, “one of the most important [of his works] in private hands in the world.”

Beckmann, who was born in Leipzig in 1884, had achieved considerable international success by the late 1920s. He was associated with the New Objectivist movement, which also included Otto Dix, George Grosz, and Christian Schad, as well as with the Expressionists, though he rejected the term.

Like most prominent avant-garde artists in Germany, however, Beckmann’s fortunes changed after the Nazis came to power. Although in the early 1930s there was debate within the Nazi leadership about Expressionist art — with Joseph Goebbels arguing that some painters, such as Emil Nolde, could serve the cause of German nationalism — the discussion was soon resolved, with Hitler deciding that such art was a form of degeneracy that needed to be purged from German society.

“Modernism in general was attributed to Jewish (and African) influences, though in fact very few of the artists were Jewish,” the co-director of the Galerie St. Etienne, which specializes in German and Austrian art, Jane Kallir, said in an e-mail. “The Nazis’ ideal art was a kind of heroic realism. ‘Unnatural’ forms and colors, abstraction of any kind — were anathema.”

In 1933, Beckmann was dismissed from his teaching job at the fine art school in Frankfurt and had his last public exhibition. In 1936, the room dedicated to his work at the Kronprinzenpalais in Berlin was closed to the public.

But it was Hitler’s speech of July 18, 1937, for the opening of the Haus der deutschen Kunst in Munich, the Nazi showcase for approved German art, that convinced Beckmann he had to leave the country. In the speech, Hitler launched his most vicious attack yet on artistic modernism, warning that artists who distorted nature were doing it either out of direct disobedience to the state, which would be punished; out of insanity, which made them certifiable, or because of some hereditary defect of their vision, in which case they would be sterilized.

The next day — the day the “Degenerate Art” show opened in Munich, with six of Beckmann’s paintings included — the artist and his wife boarded a train for Holland. They carried only a few light suitcases, to create the impression they were going on a summer vacation.

In a book that accompanies the exhibition, the art historian Jill Lloyd puts “Self-Portrait With Horn” in the context of Beckmann’s other self-portraits, which, she argues, illuminate his view of the artist as a kind of seer. Sometimes Beckmann depicts himself in a carnival or circus context — in an acrobat’s costume, or holding a crystal ball. Ms. Lloyd links the somber but determined expression in a self-portrait from 1932 to the feeling he described in a letter around the same time to his publisher:

“Through working as hard as I am able to I am trying to overcome the untalented insanity of the times,” Beckmann wrote. “[I]n the long run this state of political gangsters will seem laughably unimportant, and one feels most at ease alone, on the island of one’s soul.”

Of course, Beckmann could not remain on that island completely, and as the Nazis gained power, his art began to allude to their violence and inhumanity.

“His paintings were not overtly political but covertly political,” Mr. Feigen said. Mr. Feigen pointed to a painting in his collection, “Birds’ Hell” (1938) — which depicts birds raising their arms in the Nazi salute, while a man is being vivisected on a table — as “the one demonstrably angry painting he ever painted.”

After Beckmann fled Germany, it was only by a miracle that he was able to get the paintings out of his Berlin studio, Ms. Lloyd said in an interview. He asked his landlady to ship them to Amsterdam. “Two Nazi officials arrived to inquire about the shipping,” Ms. Lloyd said. “The landlady said, ‘You have to come back with written search permits,’ and by the time they came back, she’d sent it.”

In all, the Nazis confiscated 590 works by Beckmann, including 28 paintings, from German museums; several of them were sold at the infamous auction of degenerate art at the Galerie Fischer in Switzerland. Today, the largest collection of Beckmann’s works is at the Saint Louis Art Museum.

Beckmann spent the last year-and-a-half of his life in New York, teaching at the Brooklyn Museum Art School. He died on December 28, 1950.

Ms. Lloyd said it was “marvelous” that “Self-Portrait With Horn” is at the Neue Galerie. In the show, it will be grouped with another Beckmann self-portrait, from 1923, as well as several of his works on paper, and paintings by Dix, Schad, and Grosz.