"Caio Duilio"s next operation was a sortie against the British convoy MW 9 bounded from Alexandria to Malta in February. She departed from Taranto on 14 February with a pair of light cruisers and seven destroyers, but the force could not locate the British ships, and so returned to port. Her mere presence at sea, however, forced the British escort to scuttle the transport "Rowallan Castle", previously disabled by German aircraft. On the 21st, she escorted the convoy K7 from Messina and Corfu to Taranto. By this point in 1942, the Italian fleet began to suffer a severe shortage of fuel, which curtailed its operations. The situation was so bad that "Caio Duilio" had to be placed in reserve and drained of fuel, in order to keep the escort craft operational. She was at Taranto when Italy surrendered to the Allies in September 1943, and on 9 September she was taken to Malta, where she was interned with the rest of the Italian fleet. In June 1944, the Allies allowed "Caio Duilio" to return to Italian ports; she spent the rest of the war in Taranto, Syracuse, and Augusta.