During his student years, Vošnjak travelled extensively. He visited Palestine, Egypt, Russia and travelled throughout the Balkans. In 1902, he published his travelogue in Slovene under the title Zapiski mladega popotnika ("Notes of a Young Traveller").
In 1909, on the 100th anniversary of the establishment of the Illyrian Provinces, Vošnjak wrote his first scientific monography, "The Constitution and Administration of the Illyrian Provinces", which was published the following year by the Slovene publishing house Slovenska matica. During this time, he also campaigned for the establishment of a Slovene university in Trieste, together with his friend and professor from the Gorizia years, Henrik Tuma.
Upon the outbreak of World War I, Vošnjak was mobilized in the Austro-Hungarian Army and sent to the Eastern Front in Galicia. He took advantage of a discharge in April 1915 to visit Gorizia, from where he crossed the border with Italy and fled to Venice and from there to Switzerland. Already in May of the same year, he published a book in French, entitled "The Question of Trieste", in which he advocated the unification of the city with a future Yugoslav state.
In Switzerland, Vošnjak established contacts with Ante Trumbić, a Croatian emigrant from Dalmatia, and joined the Yugoslav Committee, a political interest group formed by South Slavs from Austria-Hungary aimed at the unification of the South Slavic peoples in an independent state. In 1917, he was among the signers of the Corfu Declaration, a joined political statement of the Yugoslav Committee and the representatives of the Kingdom of Serbia, which was the first step in the creation of Yugoslavia.
After the end of War, Vošnjak moved to Paris, where he worked for the Yugoslav delegation at the Versailles Peace Conference. In 1920, he returned to his homeland, and was elected to the constitutional assembly of the Kingdom of Serbs, Croats and Slovenes on the list of the liberal Slovene Independent Agrarian Party. In the Assembly, Vošnjak strongly advocated a centralist and monarchist framework of the new country, against most deputies from Slovenia, Croatia and Dalmatia, who favoured federalism. In February 1921, Vošnjak attacked the Autonomist Declaration, signed by some of the most prominent Slovene liberal and progressive intellectuals, who demanded cultural and political autonomy for Slovenia within Yugoslavia.
Between 1923 and 1924, he served as ambassador of the Kingdom of Serbs, Croats and Slovenes to Czechoslovakia. In 1924, he settled in Belgrade. During the Nazi German occupation of Serbia between 1941 and 1944, Vošnjak supported the Chetnik underground network of general Draža Mihajlović.