Egret served as a convoy escort with the Western Approaches Command from 1940 until her loss in August 1943: She was on anti-submarine patrol in the Bay of Biscay when she was sunk by a guided missile in combat, the first ship to be lost in this manner.

In 1940 Egret was based at Rosyth employed as escort to east coast convoys in the North Sea, and remained at this duty during the Norway campaign.

In December transferred to Western Approaches Command, and was based at Londonderry for escort duty for SL/OS convoys to and from Freetown, in West Africa.

In December she was escorting convoy MKF 4 from Gibraltar when they intercepted the blockade runner Germania, which was scuttled by her crew to avoid capture.

In mid-August 1943 40 EG was on station and came under air attack; on 25 August 1943 the Germans had used their Henschel Hs 293 glide bomb for the first time, against the ships of 40 EG in the Bay of Biscay.

The other destroyer, Grenville, commanded by Roger Hill, was attacked by the Dorniers firing one missile at a time, but survived by being able to out-turn the glide bombs.