When World War II broke out, "Delhi" was freshly out of reserve, and joined the 11th Cruiser Squadron at Scapa Flow, the night of the sinking of , "Delhi" had just departed for a periodic sweep of the North Sea to enforce the blockade of Germany. While patrolling the Iceland-Faroes Gap, "Delhi" captured the freighter "Rheingold", and then intercepted and assisted in the scuttling of the blockade-runner "Mecklenburg", whose crew scuttled the merchant vessel, and abandoned ship. "Delhi"s captain decided that boarding to attempt to salvage the ship was impractical due to the sea state, and instead sank "Mecklenburg" with gunfire.