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The EDINBURGH left Rosyth on 23 October for escort duties with Narvik convoys. When reports of the attack on the armed merchant cruiser RAWALPINDI were recieved on 23 November, she was amoung the ships which searched unsuccessfully for her assailant, the battle cruiser SCHARNHORST. She afterwards resumed escort duties with the Narvik convoys.

On 17th March 1940, the EDINBURGH arrived in the Tyne for a long refit which lasted until the 28 October, after which she rejoined the 18th Cruiser Squadron Home Fleet. On 18th November she left the Clyde escorting a troop convoy, WS 4B, as far as Freetown, returning to Scapa on 12 December. During the winter months she took part in various Home Fleet patrols and minor operations. She helped to cover the raid on the Lofoten Islands on 4 March 1941.

In August 1941, the EDINBURGH took part in the escort of convoy WS 10 from the Clyde to Simonstown. At the end of September she took part in another Malta convoy, operation "Halberd", arriving and leaving Malta on the 28th.

On 6 April she again left to escort the convoy PQ14. Of it's 24 ships, 16 had to return to Iceland owing to ice and bad weather, and one was sunk by U-boat. The EDINBURGH with the remainder of the convoy arrived in the Kola Inlet on 19 April.

On 28 April she left to cover the return convoy QP11.