After the Nazis came to power in Germany, they signed an agreement (Concordat) with the Catholic Church whereby the Vatican would accept the Nazi government in return for the Nazis not interfering with the Catholic Church.
In 1939 Eugenio Pacelli was elected Pope Pius XII. As head of the Catholic Church during the war years, he signed the Concordat with Nazi Germany. The Catholic Church, as an organisation, did not protest against any of the anti-Jewish policies of the Nazi state.
The Pope believed that primarily it was his duty to save and look after Catholics. Nevertheless, in 1939, he did obtain 3,000 visas to Brazil for Jews who had been baptised In the belief that these people were now Christian. But the Nazis defined Jews racially, even though they had converted, and believed they were still Jews.
The Vatican knew of the murder of the Jews very early on, as they had religious representatives in all of the occupied countries. Certain individual priests saved Jews but the Church, as an official body, did nothing significant to save the Jews of Europe.