In early 1941, McGrigor was, briefly, Flag Captain, , flagship of Sir James Somerville and was involved in the Malta Convoys and other operations in the Atlantic and Mediterranean including the Bombardment of Genoa in February 1941 and the sinking of the "Bismarck" in May 1941. He was promoted to rear admiral on 8 July 1941. Between 9 September 1941 and early 1943, he was Assistant Chief of the Naval Staff (Weapons). In late 1943, he commanded the Naval Force (Force B) covering the capture of the Italian island of Pantelleria (Operation Corkscrew) and the subsequent Invasion of Sicily for which he was awarded the Distinguished Service Order. He served as Flag Officer, Sicily, where he was wounded, for three months before being redeployed as Flag Officer, Taranto and Adriatic (based at the shore establishment in Alexandria) until the end of 1943.