When the United Kingdom entered World War II in September 1939, "Valorous" took up convoy defence duties in the North Sea and Northwestern Approaches with Rosyth Force. In January 1940 her duties were expanded to include the defence of convoys along the east coast of Great Britain and in the English Channel. She did not take part in the evacuation of Allied troops from Dunkirk, France, remaining on convoy escort duties instead. On 11 June 1940, she was escorting Convoy FN 23 when it came under German air attack and, after a German bomb hit sank the collier "Heworth", rescued "Heworth"s crew.