The Corps was formed on 15 October 1939 in Deutsch-Krone from the Border Protection Unit "Grenzschutz-Abschnitts-Kommando 1".
In March 1940, the Higher Command was moved to Northern Germany, to take part in the Invasion of Denmark ("Weser Übung Süd").
From 12 April to 31 May 1940, the staff also served as command of the German troops in Denmark.
At the beginning of the Battle of France, the Higher Command XXXI remained in Denmark.
In June 1940, the Higher Command was transferred from Denmark to Luxembourg and took part in the closing stages of the Western Campaign.