Upon their successful completion later in October, she steamed to Scapa Flow in the Orkney Islands, where she performed work-ups with ships of the Home Fleet.
[1] In December 1941 Exmoor steamed to Gibraltar, where she reported to the 13th Destroyer Flotilla – which also included her sister ships Blankney and Croome – for duty.
On 17 December 1941, she joined Blankney, the destroyer Stanley, the corvette Pentstemon, the sloop Stork, and a Grumman Martlet aircraft from the Fleet Air Arm's 802 Naval Air Squadron aboard the escort aircraft carrier Audacity in a depth-charge attack which forced the German submarine U-131 to the surface, where she was sunk by gunfire northeast of Madeira, Portugal, at position 34°12′00″N 013°35′00″W / 34.20000°N 13.58333°W / 34.20000; -13.58333 (U-131 sunk).
[1] In January 1942 Exmoor transferred to the 37th Destroyer Division, with responsibility for antisubmarine patrols and convoy defence in the North Atlantic Ocean and western Mediterranean Sea.
She continued this work until 27 February 1942, when she, Blankney, and Croome were assigned to Force H to take part along with the battleships Malaya, the aircraft carriers Argus and Eagle, the light cruiser Hermione, and the destroyers Active, Anthony, Laforey, Lightning, Whitehall, and Wishart in Operation Spotter I, an attempt to deliver Bristol Blenheim and Supermarine Spitfire aircraft to Malta.
On 20 March 1942 she received her third assignment to Force H, this time to join Malaya, Argus, Eagle, Hermione, Active, Anthony, Blankney, Croome, Laforey, Whitehall, Wishart, and the destroyer Duncan in Operation Picket I, the delivery of Blenheim, Spitfire, and Bristol Beaufort aircraft to Malta.
On 7 December 1942, Exmoor, Aldenham, Belvoir, Croome, Dulverton, Hursley, Pakenham, Pindos, and Tetcott joined the light cruiser Orion, the destroyer Petard, and the Greek destroyer Vasilissa Olga in escorting the eastbound Convoy ME 11 from Malta bound for Egypt, but Exmoor, Orion, Aldenham, Croome, Dulverton, and Hursley detached on 9 December 1942 to escort the westbound Convoy MW 15 to Malta in Operation Quadrangle A.
[1] From January to March 1943, Exmoor and the rest of her destroyer division supported operations by the British Eighth Army as it advanced across Libya and into Tunisia in pursuit of retreating Axis forces.
[1] Exmoor returned to patrol and escort duty in the central Mediterranean in August 1943, but later than month was selected to participate in Operation Avalanche, the Allied landings at Salerno on the mainland of Italy planned for September 1943.
[1] In October 1943, Exmoor was assigned to operations in the Aegean Sea to assist in the unsuccessful Allied attempt to defend Italian-held islands there against invasion by German forces during the Dodecanese Campaign.
On 24 October 1943 the light cruiser Aurora, the destroyer Pathfinder, Exmoor, and her sister ship Blencathra, sortied from Alexandria to relieve the light cruiser HMS Phoebe and the escort destroyers Aldenham and Hursley there, after which Exmoor engaged in operations to intercept craft carrying German troops to the islands and to supply British garrisons.
On 8 and 9 November 1943, she conducted an unsuccessful search for German invasion craft reportedly bound for Levitha, then sheltered in the Gulf of Doris.
[1] After the Dodecanese Campaign ended in an Allied defeat, Exmoor was transferred to the 22nd Destroyer Flotilla at Algiers, Algeria, for patrol and escort duty in the central Mediterranean.
[1] In February 1944, Exmoor was assigned to the protection of shipping supporting Operation Shingle, the Allied invasion at Anzio and Nettuno, Italy.
[1] In early 1945, Exmoor supported the Allied reoccupation of the Aegean islands and patrolled to intercept craft evacuating German forces from them.
She rejoined her flotilla in the Mediterranean in May 1945, but on 1 June 1945 departed for the United Kingdom, where she began another refit in the commercial shipyard at Royal Albert Dock in London to prepare for service in Southeast Asia.