"Caio Duilio"s first wartime patrol took place on 31 August. She and the rest of the fleet sailed to intercept the British battleship , which was steaming to Alexandria, and a convoy sailing to Malta. The Italian fleet did not have sufficient aerial reconnaissance, which, along with bad weather, prevented the Italians from locating the British forces. They put back in to Taranto on 1 September. "Caio Duilio" again put to sea on 7 September, in an attempt to catch the British Force H, but the Italian intelligence was faulty, as Force H was in the process of attacking Dakar. "Caio Duilio" returned to Taranto, where she remained until early November.