Mayo joined the expanding Neutrality Patrol after shakedown and escorted Marines to Iceland in July 1941 as they took protective custody of that key island.

As President Franklin D. Roosevelt and British Prime Minister Winston Churchill agreed to the Atlantic Charter during the second week in August, Mayo guarded their meeting by patrolling off Naval Station Argentia, Newfoundland.

The formal entrance of the United States into World War II lengthened her convoy assignment beyond the western Atlantic Ocean.

Escort of slow merchant convoys out of Boston gave way in summer 1942 to duty with fast troop transports out of New York City.

She shepherded additional troops from the Philippines and Okinawa before sailing from Yokohama 5 November for San Diego, California and Charleston, South Carolina, arriving 7 December.