"Nelson" became a private ship on 1 April and she was detached to escort Convoy WS.7 from the UK to South Africa, visiting Freetown, Sierra Leone, on the 4th. On the return voyage she and the aircraft carrier passed the at a range of during the night of 18 May in the South Atlantic without spotting the German ship. After the Battle of the Denmark Strait on 24 May, the was spotted two days later heading for France and "Nelson" and "Eagle" were ordered to join the pursuit from their position north of Freetown. "Bismarck" was sunk the following day well before "Nelson" and her consort could reach her. On 1 June the battleship was assigned to escort Convoy SL.75 to the UK. After the German supply ship "Gonzenheim" was able to evade the armed merchant cruiser on 4 June, "Nelson" was detached to intercept the German ship, which was scuttled by her crew when they spotted "Nelson" approaching later that day. After arriving in the UK, the ship rejoined the Home Fleet.