In November 1939 Baldassarre was given command of the 132nd Armoured Division Ariete, which he still held at the time of Italy's entrance into World War II, on June 10, 1940. In the spring of 1941, following the destruction of the Tenth Army in Operation Compass, the division was transferred to North Africa and participated in the reconquest of Cyrenaica alongside the Afrika Korps, for which Baldassarre was awarded the Officer's Cross of the Military Order of Savoy. He returned to Italy in July 1941 to become Senior Director of the Army Technical Service, a position he left in March 1942, when he returned to North Africa and was appointed commander of the XX Motorized Corps, replacing General Francesco Zingales. He led the Corps during the battles of Gazala and Bir Hakeim.