At the outbreak of the Second World War, in September 1939, the regiment was in England, assigned to the 2nd Light Armoured Brigade (serving alongside the 9th Queen's Royal Lancers and the 10th Royal Hussars) of the 1st Armoured Division. In May 1940, the Bays went to France and was heavily engaged on the Somme during the Battle of France. In mid June, with the collapse of French resistance, the regiment was evacuated to England through the port of Brest. The regiment was deployed to the Middle East in November 1941, equipped initially with the Crusader tank, and took part in the Battle of Gazala in May 1942, where its men were in action for 19 days, a record for an armoured regiment in the Western Desert. The regiment also took part in the First Battle of El Alamein in July 1942, the Second Battle of El Alamein in October 1942, the Battle of the Mareth Line in March 1943 and the Tunisia Campaign in May 1943. The regiment was deployed on the Italian Front in May 1944: its men took part in the Battle of the Argenta Gap in April 1945 during the final offensive of the Italian Campaign.