On 10 July 1939, Pegram took up his appointment as Commanding Officer of , a cruiser, and held this position until April 1940. As such, he saw active service in the battles surrounding the German invasion of Norway. The "Glasgow" was in the waters off Scandinavia early in the war and participated in the search for the German passenger liner . In February 1940, she captured the German trawler "Herrlichkeit" off Tromsø.