The Stegg had a brief and intense period of service in the Norwegian Campaign after the German invasion of Norway. When the invasion began on 9 April 1940 she was anchored at Skudeneshavn and commanded by Lieutenant H. M. Hansen. She entered the Hardangerfjord on 10 April 1940 and proceeded to capture two German merchant ships; first the 5,295-ton on 12 April 1940 and then the 6,567-ton iron ore laden five days later. Together with the 1. class torpedo boat HNoMS "Sæl", "Stegg" escorted "Afrika" to the port of Odda the same day she was captured. The German crews were held as POWs by Norwegian land forces.