At the outbreak of the Second World War Bruun again served on neutrality protection duties, commanding the destroyer . During the first day of the German invasion of Norway, "Æger" intercepted a German supply ship, which Bruun ordered sunk before he knew for certain if Norway was under attack by the Germans or the Allies. Bruun's own ship was sunk by German bombers the same day, with the surviving crew members dispersing two days later with instructions from Bruun to try to continue to fight.