During World War II, in March 1942 Baade was assigned to the active reserve of officers (Führerreserve).

He subsequently transferred to the 15th Panzer Division in North Africa and took command of the 115th Rifle Regiment on 15 April 1942, at that time committed to action in Libya and Cyrenaica.

Baade became a legend in the Afrika Korps and was known to go into battle dressed in a Scottish kilt and carrying a claymore, a double-edged broadsword.

He was known for his occasionally eccentric behavior, his very small staff, and his frequent front-line inspection visits, all of which made him popular with his troops.

Baade was wounded on 24 April 1945, when his staff car was strafed by a British fighter aircraft near Neverstaven in Holstein.