When war broke out in September 1939, the regiment was mobilized and assigned to protect vital areas around the city. In 1940 the regiment's 1st Battalion was selected to go overseas. Rockingham had recently been made a Captain, but was told that if he wanted to go with the battalion he would have to revert to his previous rank of Lieutenant, which he elected to do. The battalion traveled to Halifax from where sailed to Glasgow, and soon after arrival they transferred to Aldershot. There, Rockingham was appointed commander of a guard of honour for King George VI and Queen Elizabeth, who visited that December. He was later sent to the Canadian company command school. Rockingham was at the school when Canada undertook the Dieppe Raid on 19 August 1942. A significant portion of the Royal Hamilton Light Infantry was killed during this raid, and Rockingham was subsequently transferred to the depleted regiment as a Major. Stationed on the south coast of England as part of the anti-invasion force, on 14 April 1943 Rockingham was promoted to Lieutenant-Colonel and made Commanding Officer of the regiment. On 19 February 1944, Rockingham was relived of his command and sent to the Staff College, Camberley for further training. Following the Invasion of Normandy on 6 June 1944, the RHLI went to France without Rockingham. However, their CO was soon wounded. Rockingham was removed from the Staff College, and on 18 July given command of the Regiment once more and sent to France.