Upon mobilisation in mid-1914 her squadron was assigned to the Grand Fleet and spent much of its time patrolling the northern exits from the North Sea and the Norwegian coast.

Roxburgh was transferred to the North America and West Indies Station in mid-1916 and spent the rest of the war escorting convoys.

She was powered by two 4-cylinder triple-expansion steam engines, each driving one shaft, which produced a total of 21,000 indicated horsepower (16,000 kW) and gave a maximum speed of 22 knots (41 km/h; 25 mph).

[2] Her main armament consisted of four breech-loading (BL) 7.5-inch Mk I guns mounted in four single-gun turrets, one each fore and aft of the superstructure and one on each side.

[1] Roxburgh, named to commemorate the Scottish county,[8] was laid down at the Govan shipyard of the London and Glasgow Shipbuilding Company on 13 June 1902.

It spent much of its time with the Grand Fleet reinforcing the patrols near the Shetland and Faeroe Islands and the Norwegian coast[12] where she captured a German merchantman on 6 August.

The force was attacked several times by German submarines, and Roxburgh was hit in the bow by a single torpedo from SM U-38 on 20 June, but managed to return to Rosyth under her own power.

She patrolled the Norwegian coast in April 1916 and was then transferred to the North America and West Indies Station in September for convoy escort duties.