On 31 August, the day before the German invasion of Poland, "Royal Sovereign" was assigned to a screening force in the Greenland-Iceland-United Kingdom gap to patrol for German merchant ships that might be attempting to reach Germany. At the outset of war in September 1939, "Royal Sovereign" was assigned to the 2nd Battle Squadron of the Home Fleet. She was assigned to the North Atlantic Escort Force, which was based in Halifax, Nova Scotia, and was tasked with protecting convoys to Britain. Upon returning to Plymouth, she underwent a short refit. In May 1940, she moved to the Mediterranean Fleet. There she was based in Alexandria with the battleships , "Malaya", and , under the command of Admiral Andrew Cunningham. On 25–27 June, she and her sister ship escorted two convoys from Alexandria to Malta. On 28 June, aerial reconnaissance located Italian destroyers off Zakynthos; Admiral John Tovey took the 7th Cruiser Squadron. "Royal Sovereign" was left behind due to her slow speed. Cunningham split his fleet into three groups; "Royal Sovereign" and "Malaya" were the core of Group C. She was present at the Battle of Calabria on 18 July, but her slow speed prevented her from engaging the Italian battleships. "Warspite" bore the brunt of the action, as "Royal Sovereign" and "Malaya" lagged behind.