"Caio Duilio", now the flagship of the Italian fleet, sailed on 29 November to cover an Italian convoy to North Africa. She was escorted by the cruiser and six destroyers. She sailed again on 13 December, to cover the convoy M41; the Italian fleet was forced to break off the convoy escort after was torpedoed. "Caio Duilio" returned to port on the 14th, and departed to cover the convoy M42 two days later. She was stationed south of Messina with three cruisers and four destroyers. During the convoy operation, British forces attacked, resulting in the First Battle of Sirte, but "Caio Duilio"s group was too far away to engage the Royal Navy. She returned to Taranto on 19 December. She escorted convoy M43 on 3–6 January 1942, which successfully reached Tripoli unmolested. Convoy T18 followed on 22–5 January, and four of the five transports in the convoy reached Tripoli.