On 29 August "Anthony" formed part of convoy PQ 1 to Russia, and also covered the returning convoy QP 1 with the tanker . After refitting in the Humber she moved to Gibraltar in January 1942, escorting convoys from the Clyde to Gibraltar and back, and covering warships making deliveries of Spitfires to Malta. In late March she was nominated to join Force H to support Operation "Ironclad", the assault on Diego Suarez, Madagascar.