Late May 1941, HMS Anthony and five other destroyers accompanied the battle-cruiser HMS Hood and the battleship HMS Prince of Wales from Scapa Flow under Vice Admiral Holland, in search of the German battleship Bismarck and the heavy cruiser Prinz Eugen in the direction South of Iceland. The Admirals force came up to intercept the German units south of the Denmark Straits. On 24 May there was a brief engagement between the two forces in which the Hood was sunk and the Prince Of Wales was damaged and forced to turn away.

In July 1941 HMS Anthony was serving in the Arctic escorting the minelaying cruiser HMS Adventure which was being used as a transport vessel to Murmansk, together they formed a unit of a much larger force which was involved in a British carrier raid on Kirkenes and Petsanio.

In August 1941, she becomes a member of Force K under Rear Admiral Vian, she escorted the troop transport Empress Of Canada to Spitsbergen in company with the cruisers HMS Aurora and HMS Nigeria, in order to evacuate the Norwegian and Soviet colonies there and destroy all the installations.

February 1942 saw HMS Anthony in the Mediterranean, appointed to Force H under Vice Admiral Syfret based at Gibraltar.

On 19 March 1942, convoy WS-16 arrived in South Africa from the UK with reinforcements. The convoy consisted of 14 ships, HMS Anthony was one of the numerous escort vessels assigned to this convoy.

During April-May 1942, the destroyer was serving in the Indian Ocean area and participated in Operation Ironclad (the British landing near Diego Suarez, Madagascar). On May 5th, the capture of the Island was held up by the Vichy French defenders. The landing of British marine commandos from HMS Anthony and the capture of important central installations lead, however to the rapid collapse of French resistance. From 24 until 31 August 1942 HMS Anthony was docked in the Selborne dry dock at Simonstown, South Africa.

During January / February 1944 HMS Anthony was based at Gibraltar, and assisted in the destruction of U-761, after detection of its prey by the use of M.A.D equipment (Magnetic Anomaly Detector) fitted in aircraft.

In May 1944, HMS Anthony was re-armed as an anti-submarine escort, with 4.7"guns only at A and X positions.

On 24 December 1944, whilst performing escort duties in the North Atlantic/English Channel with four other escorts U-486 succeeded in penetrating their screen and sink the troop transport

Leopoldville, 819 men perished in this incident.

In 1946 Anthony was used as a flying target training ship, and then in damage control tests.

HMS Anthony was sold to be broken up for scrap on 18 August 1947.

In May 1948 the destroyer was broken up for scrap at Troon, Scotland.