"Gallant" was laid down by Alexander Stephen and Sons in Glasgow, Scotland, on 15 September 1934, launched on 26 September 1935 and completed on 25 February 1936. Excluding government-furnished equipment like the armament, the ship cost £252,920. She was assigned to the 1st Destroyer Flotilla of the Mediterranean Fleet upon commissioning. "Gallant" patrolled Spanish waters during the Spanish Civil War enforcing the edicts of the Non-Intervention Committee. She pulled off a Spanish merchantman that had grounded between Almeria and Málaga on 20 December 1936. The ship was attacked by a Spanish Nationalist aircraft off Cape San Antonio on 6 April 1937, but was not damaged. The next month she returned to Great Britain for an overhaul at Sheerness between 31 May and 21 July 1937.