After commissioning "Sioux" joined the 26th Destroyer Flotilla of the British Home Fleet at Scapa Flow. The Home Fleet deployed on 29 March 1944 as part of the covering force for convoy JW 58 sailing to Russia. On 3 April, "Sioux" escorted the aircraft carriers that attacked the , which was anchored at Altenfjord, Norway, and German shipping along the Norwegian coast as part of Operation Tungsten. On 26 April, the destroyer was part of the screening force for strikes on German shipping off the coast of Norway and returned again in early May for more screening duties.