According to Kaywaykla, "She could ride, shoot, and fight like a man, and I think she had more ability in planning military strategy than did Victorio." He also remembers Victorio saying, "I depend upon Lozen as I do Nana" (the aging patriarch of the band).
Late in Victorio’s campaign, Lozen left the band to escort a new mother and her newborn infant across the Chihuahuan Desert from Mexico to the Mescalero Apache Reservation, away from the hardships of the trail.
Equipped with only a rifle, a cartridge belt, a knife, and a three-day supply of food, she set out with the mother and child on a perilous journey through territory occupied by Mexican and U.S. Cavalry forces. En route, afraid that a gunshot would betray their presence, she used her knife to kill a longhorn, butchering it for the meat.
She stole a Mexican cavalry horse for the new mother, escaping through a volley of gunfire. She then stole a vaquero’s horse for herself, disappearing before he could give chase. She also acquired a soldier’s saddle, rifle, ammunition, blanket and canteen, and even his shirt. Finally, she delivered her charges to the reservation.
According to Kimberly Moore Buchanan's book Apache Women Warriors, Lozen fought beside Nana and his handful of warriors in his two-month long bloody campaign of vengeance across southwestern New Mexico in 1881. Just before the fighting began, Nana said of Lozen, "Though she is a woman, there is no warrior more worthy than the sister of Victorio."
Lozen also fought beside Geronimo after his breakout from the San Carlos reservation in 1885, in the last campaign of the Apache wars. With the band pursued relentlessly, she used her power to locate their enemies—the U.S. and Mexican cavalries. According to Alexander B. Adams in his book Geronimo, "she would stand with her arms outstretched, chant a prayer to Ussen, the Apaches’ supreme deity, and slowly turn around." Lozen's prayer is translated in Eve Ball's book In the Days of Victorio:
Upon this earth
On which we live
Ussen has Power
This Power is mine
For locating the enemy.
I search for that Enemy
Which only Ussen the Great
Can show to me.
"By the sensation she felt in her arms, she could tell where the enemy was and how many they numbered", Adams writes.