He is the first musician to be made an International Goodwill Ambassador by UNICEF performing for children in Uganda, Thailand, and Kosovo. He is also remembered for a famous moment, when playing the end of the fourth movement of Shostakovich Violin Concerto No. 1 with the London Symphony Orchestra at Barbican Hall in London, with Mstislav Rostropovich conducting, he broke a string. To continue seamlessly, he started singing, as he moved to grab the concertmaster's violin. At 16 Vengerov moved to Israel and he said that Israel "is in my genes," and that his "heart and soul belong to Israel." He goes to Israel whenever it is experiencing a conflict, saying: "I feel I’m a soldier with my rifle in my violin and bow. This tradition is from my predecessors — Isaac Stern used to do the same." In 2006 he founded a music school in the north of Israel, Musicians of Tomorrow, run by a former first violinist of the Israel Philharmonic. He has a home in Migdal, Israel, near Lake Kinneret. He has also played in a number of events commemorating the Holocaust.