Following an extensive shakedown cruise to Europe and western South America, Macdonough joined the Pacific Fleet and operated out of San Diego, California until 12 October 1939.
Before returning to Pearl Harbor to escort convoys to and from west coast ports, she steamed as far as New Guinea, supporting airstrikes on Bougainville, Salamaua, and Lae.
At the end of September, she commenced escort work between New Guinea, Espiritu Santo, and Pearl Harbor until reporting to Mare Island, 22 December, for overhaul.
Arriving for the invasion of Makin Island, 20 November, she acted as control vessel for the landing craft, and following the completion of that phase of the operation, entered the lagoon to bombard Japanese installations.
As the primary fighter director ship for the initial transport group, Macdonough at first operated off Kwajalein Atoll.
On 29 January, she proceeded to Wotje Atoll and participated in the shore bombardment there until returning to Kwajalein on the 31st for the occupation of Roi and Namur Islands.
She performed screening and picket duties and was part of the bombardment group firing on Japanese installations on the west side of the Island.
On 21 July, the destroyer patrolled the waters off Guam to protect the assault craft from enemy submarines, continuing that role until departing for Hawaii 10 August.
Operating out of Ulithi, she guarded fleet oilers on their refueling runs in the Philippine, Formosa, and South China Sea areas.