Auckland was ordered on 5 March 1937 from William Denny and Brothers, of Dumbarton, as part of the 1936 construction programme, and was laid down there on 16 June 1937.

In January 1940 Auckland was stationed at Rosyth, serving as escort to east coast convoys in the North Sea.

In April Auckland took part in Operation Primrose, a planned landing in Norway, and later assisted in the evacuation of troops from Namsos and Andalsnes.

In April she was involved in an action in the Kasos strait, defending a troop convoy against an attack by Italian destroyers.

On 24 June 1941 Auckland was in company with Australian sloop HMAS Parramatta, escorting the oiler Pass of Balmaha to Tobruk.