"Penelope" and her sister were then assigned to form the core of Force K based at Malta and departed Scapa on 12 October 1941, arriving in Malta on 21 October. On 8 November, both cruisers and their escorting destroyers sailed from Malta to intercept an Italian convoy of six destroyers and seven merchant ships sailing for Libya, which had been sighted by aircraft at 37°53'N – 16°36'E. During the ensuing Battle of the Duisburg Convoy on 9 November off Cape Spartivento, the British sank one enemy destroyer () and all of the merchant ships.